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Properties of the mixed regression estimator when disturbances are not necessarily normal |
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| Authors: | V.K. Srivastava R. Chandra |
| Affiliation: | Lucknow University, Lucknow 226007, India |
| Abstract: | Small-disturbance approximations for the bias vector and mean squared error matrix of the mixed regression estimator for the coefficients in a linear regression model are derived and efficiency with respect to least squares estimator is examined. |
| Keywords: | 62J05 62P20 Linear regression model Mixed regression estimator Normal disturbances |
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