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Estimation of Linear Regression Model with Random Coefficients Ensuring Almost Non‐Negativity of Variance Estimators
Author(s) -
Srivastava V. K.,
Mishra G. D.,
Chaturvedi A.
Publication year - 1981
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710230102
Subject(s) - estimator , mathematics , estimation , statistics , linear regression , proper linear model , variance (accounting) , linear model , regression , regression analysis , econometrics , bayesian multivariate linear regression , business , management , accounting , economics
For a linear regression model with random coefficients, this paper considers the estimation of the mean of coefficient vector which, in turn, involves the estimation of variances of random coefficients. The conventional estimation methods for it sometimes provides negative estimates. In order to circumvent this kind of difficulty, a proposal is forwarded and is examined in the light of existing ones.