Jonsson, Robert (Department of Economics, School of Economics and Commercial Law, Göteborg University)
Abstract
Time heterogeneity, or the fact that subjects are measured at different times, occurs frequently in non-experimental situations. For time heterogeneous data having error components regression structure it is demonstrated that under customary normality assumptions there is no estimation method based on Maximum Likelihood, Least Squares, Within-subject or Between-subject comparisons that is generally superior when estimating the slope of the regression line. However, in some situations it is possible to give guidelines for the choice of an optimal procedure. These are expressed in terms of the variability of the times for the measurements and also of the inter-subject correlation. The results are demonstrated on data from a longitudinal medical study.
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Publisher Info
Paper provided by Göteborg University, Department of Economics in its series Working Papers in Economics with number
110.
Length: 29 pages Date of creation: 29 Oct 2003 Date of revision: Handle: RePEc:hhs:gunwpe:0110
Contact details of provider: Postal: Department of Economics, School of Business, Economics and Law, Göteborg University Box 640, SE 405 30 GÖTEBORG, Sweden Phone: 031-773 10 00 Web page: http://www.handels.gu.se/econ/ More information through EDIRC
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Find related papers by JEL classification: C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
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