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A Nonparametric Random Effects Estimator
Daniel J. Henderson
Aman Ullah
出版
SSRN
, 2005
URL
http://books.google.com.hk/books?id=vlDizwEACAAJ&hl=&source=gbs_api
註釋
This paper proposes feasible nonparametric random effects estimators. Specifically, we propose feasible versions of the two estimators in Lin and Carroll (2000) and a modified version of the random effects estimator in Ullah and Roy (1998). Further, the consistency properties of these estimators are established.
