Premium
Two‐Stage Least Squares Analysis of Hierarchical Linear Models
Author(s) -
Onukogu I. B.
Publication year - 1986
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.4710280609
Subject(s) - mathematics , least squares function approximation , estimator , generalized least squares , stage (stratigraphy) , linear model , statistics , non linear least squares , paleontology , biology
This paper has two major objectives. The first is to present a two‐stage least squares procedure for estimation of the parameters in a linear model whose parameters are in themselves linear functions of some hyperparameters. The second, and perhaps more important point, is that the new estimator can be shown to be generally more precise than either the Bayesian or the generalized single‐stage least squares estimator reported by LINDLEY and SMITH (1072).