rancoeffreg - Random Coefficients Regression RPD –...

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Unformatted text preview: Random Coefficients Regression RPD – Section 18.3 Basic Model • Simple Linear Regression where each of n experimental units is observed at r points in time (typically) ( 29 { } ( 29 ( 29 ( 29 [ ] ( 29 ( 29 ( 29 [ ] ( 29 ( 29 ( 29 ( 29 ( 29 [ ] ( 29 il ij il ij il il i i ij ij i i il ij ij ij ij ij i i ij ij ij i i ij ij ij i i ij i i ij ij i i ij X X X X X X COV Y Y COV X X X V Y V X X Y NID NID r j n i X Y + + + = +- +- +- +- = + + + = +- +- = +- +- + + = ⊥ = Σ = = + + = αβ β α αβ β α β αβ αβ α σ σ σ ε β β α α ε β β α α σ σ σ σ ε β β α α ε β β α α β α ε β α σ ε σ σ σ σ β α β α ε β α 2 2 2 2 2 2 2 2 2 , , 2 : written be can model ely, Alternativ , ~ , ~ ,..., 1 ,..., 1 General Model (Gumpertz and Pantula (1989) • Possibly Multiple Linear Regression where each of...
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rancoeffreg - Random Coefficients Regression RPD –...

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