A random coefficient model in which means of random coefficients are subject to a set of linear stochastic constraints is considered and estimators for the means of coefficients are proposed. Their asymptotic properties are presented and some remarks on efficiency are placed.
|Number of pages||7|
|Journal||Annals of the Institute of Statistical Mathematics|
|Publication status||Published - 1984|
Srivastava, V. K., Raj, B., & Kumar, K. (1984). Estimation of random coefficient model under linear stochastic constraints. Annals of the Institute of Statistical Mathematics, 36(1), 395-401. https://doi.org/10.1007/BF02481978