A note on S2 in a linear regression model based on two-stage sampling data-Reference-Cited by-同舟云学术

A note on S2 in a linear regression model based on two-stage sampling data

Published:1999-06 Issue:2 Volume:43 Page:131-135
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Song Seuck Heun

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference19 articles.

1. Consistency, asymptotic unbiasedness and bounds on the bias of s2 in the linear regression model with error component disturbances;Baltagi;Statist. Papers,1994

2. Campbell, C., 1977. Properties of ordinary and weighted least-squares estimators for two stage samples. Proceedings of the Social Statistics Section, American Statistical Association. pp. 800–805.

3. Dhrymes, P.S., 1978. Introductory Econometrics. Springer, New York.

4. A note on a paper by T. Kloek concerning the consistency of variance estimation in the linear model;Drygas;Econometrica,1975

5. Bias of s2 in linear regression with dependent errors;Dufour;Amer. Statist.,1986

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