Advanced search
Publication Cover
Series Statistics Volume 8, 1977 - Issue 1
Journal homepage
63
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Random coefficients regression models. a reviewFootnote1

E. Spjotvoll Department of Mathematics and Statistics, Agricultural University of Norway, Aas, NLH, 1432, Norway
Pages 69-93 | Published online: 27 Jun 2007

References

  • Anderson , T.W. 1958 . An Introduction to Multivariate Statistical Analysis , New York : Wiley .
  • Baker , G.A. 1941 . Linear regression when the standard deviation of arrays are not equal . J. Amer. Statist. Assoc , 36 : 500 – 506 .
  • Bunke , H. and Gladitz , J. 1974 . Empirical linear Bayes decision rules for a sequence of linear models with different regressor matrices . Math. Operations forsch.Statist , 5 : 235 – 244 .
  • Fisk , P.R. 1967 . Models of the second kind in regression analysis . J. Roy. Statist.Soc. B , 29 : 266 – 281 .
  • Froehlich , B.R. 1973 . Some estimators for a random coefficient regression model . J. Amer. Statist. Assoc , 68 : 329 – 335 .
  • Griffiths , W.E. 1972 . Estimation of actual response coefficients in the Hildreth-Houck random coefficient model . J. Amer. Statist. Assoc , 67 : 633 – 635 .
  • Hildreth , C. and Houck , J.P. 1968 . Some estimators for a linear model with random coefficients . J. Amer. Statist. Assoc , 63 : 584 – 595 .
  • Klein , L.R. 1953 . A Textbook of Econometrics , Evanston, Illinois : Row, Peterson and Company .
  • Lindley , D.V. and Smith , A.F.M. 1972 . Bayes estimates for the linear model . J. Roy. Statist. Soc. B , 34 : 1 – 47 . With discussion
  • Nelder , J.A. 1968 . Regression, model-building and invariance . J. Roy. Statist.Soc. A , 131 : 303 – 315 .
  • Raj , B. 1975 . Linear regression with random coefficients: The finite sample and convergence properties . J, Amer, Statist, Assoc , 70 : 127 – 137 .
  • Rao , C.R. 1965 . The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves . Biometrika , 52 : 447 – 458 .
  • Rao , C.R. 1970 . Estimation of heteroscedastic variances in linear models . J.Amer. Statist. Assoc , 65 : 161 – 172 .
  • Rosenberg , B. 1973 . Linear regressions with randomly dispersed parameters . Biometrika , 60 : 65 – 72 .
  • Rubin , H. 1950 . “ Note on random coefficients ” . In Statistical Inference in Dynamic Economic Models , Edited by: Koopmans , T.C. 419 – 421 . New York : Wiley .
  • Swamy , P.A.V.B . 1970 . Efficient inference in a random Coefficient Regression Model . Econometrica , 38 : 311 – 323 .
  • Swamy , P.A.V.B . 1971 . Statistical Inference in Bandom Coefficient Regression Models , Berlin : Springer-Verlag .
  • Swamy , A.V.B. and Mehta , J.S. 1975 . BAYEsian and non-BAYEsian analysis of switching regressions and of random coefficients regression models . J. Amer. Statist.Assoc , 70 : 593 – 602 .
  • Theil , H. and Mennes , L.B.M. 1959 . Conception stochastique de coefficients multiplicateurs dans l'adjustment lineaire des series temporelles , Vol. 8 , 211 – 227 . Publications de l’Institut de Statistique de l’Université de Paris .
  • Wald , A. 1947 . A note on regression analysis . Ann. Math. Statist , 18 : 586 – 589 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.