Response predictions in regressions on panel data |
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| Authors: | Rao K Kadiyala Dennis Oberhelman |
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| Institution: | 1. Krannert Graduate School of Management , Purdue University , West Lafayette, 47907, Indiana;2. School of Business Administration , University of South Carolina , Columbia, 29200, South Carolina |
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| Abstract: | In this paper we consider the problem of obtaining best linear unbiased estimators of individual response coefficients in a Random Coefficient Linear Regression (RCR} Model, comparing alternative estimators for these response vectors through a simulation study. We also provide an empirical example that illustrates the estimation procedure proposed here. |
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| Keywords: | panel data random coefficient regression response predictions |
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