| dc.contributor.author | Jonsson, Robert | swe |
| dc.date.accessioned | 2006-12-14 | swe |
| dc.date.accessioned | 2007-02-09T11:15:56Z | |
| dc.date.available | 2007-02-09T11:15:56Z | |
| dc.date.issued | 2003 | swe |
| dc.identifier.issn | 1403-2465 | swe |
| dc.identifier.uri | http://hdl.handle.net/2077/2820 | |
| dc.description.abstract | Time heterogeneity, or the fact that subjects are measured at different times,
occurs frequently in non-experimental situations. For time heterogeneous data having error
components regression structure it is demonstrated that under customary normality
assumptions there is no estimation method based on Maximum Likelihood, Least Squares,
Within-subject or Between-subject comparisons that is generally superior when estimating
the slope of the regression line. However, in some situations it is possible to give
guidelines for the choice of an optimal procedure. These are expressed in terms of the
variability of the times for the measurements and also of the inter-subject correlation. The
results are demonstrated on data from a longitudinal medical study. | swe |
| dc.format.extent | 29 pages | swe |
| dc.format.extent | 1323091 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | swe |
| dc.relation.ispartofseries | Working Papers in Economics, nr 110 | swe |
| dc.subject | Error components regression; Time heterogeneity; Optimal estimators;
Efficiency; Test power | swe |
| dc.title | On the problem of optimal inference for time heterogeneous
data with error components regression structure | swe |
| dc.type.svep | Report | swe |
| dc.contributor.department | Department of Economics | swe |
| dc.gup.origin | Göteborg University. School of Business, Economics and Law | swe |
| dc.gup.epcid | 3049 | swe |
| dc.subject.svep | Economics | swe |
