Efficient Inference in a Random Coefficient Regression Model
Computes a GLS matrix weighted estimator for a panel data set. meangroup.src does a similar estimator, but uses simple weighted average rather than a matrix-weighted average. Swamy(1970), "Efficient Inference in a Random Coefficient Regression Model", Econometrica, vol 38, 311-323.
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Volume (Year): 38 (1970)
Issue (Month): 2 (March)
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