rancoeffreg

# rancoeffreg - Random Coefficients Regression RPD –...

This preview shows pages 1–4. Sign up to view the full content.

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

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...
View Full Document

{[ snackBarMessage ]}

### Page1 / 6

rancoeffreg - Random Coefficients Regression RPD –...

This preview shows document pages 1 - 4. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online