scholarly journals Identification and Estimation of 'Irregular' Correlated Random Coefficient Models

2008 ◽  
Author(s):  
Bryan Graham ◽  
James Powell
Keyword(s):  
Random Coefficient ◽  
Random Coefficient Models ◽  
Correlated Random Coefficient Models

Fitting and Interpreting Correlated Random-coefficient Models Using Stata

2018 ◽  
Vol 18 (1) ◽  
pp. 159-173 ◽  
Author(s):  
Oscar Barriga Cabanillas ◽  
Jeffrey D. Michler ◽  
Aleksandr Michuda ◽  
Emilia Tjernström
Keyword(s):  
Estimation Procedure ◽  
Random Coefficient ◽  
Random Coefficient Models ◽  
Endogenous Regressors ◽  
Minimum Distance Estimator ◽  
Correlated Random Effects ◽  
Sample Data ◽  
Computationally Intensive ◽  
Correlated Random Coefficient Models ◽  
Distance Estimator

In this article, we introduce the community-contributed command randcoef, which fits the correlated random-effects and correlated random-coefficient models discussed in Suri (2011, Econometrica 79: 159–209). While this approach has been around for a decade, its use has been limited by the computationally intensive nature of the estimation procedure that relies on the optimal minimum distance estimator. randcoef can accommodate up to five rounds of panel data and offers several options, including alternative weight matrices for estimation and inclusion of additional endogenous regressors. We also present postestimation analysis using sample data to facilitate understanding and interpretation of results.

scholarly journals A Simple Approach to Inference in Random Coefficient Models

1989 ◽  
Vol 43 (4) ◽  
pp. 203 ◽  
Author(s):  
Marcia Gumpertz ◽  
Sastry G. Pantula
Keyword(s):  
Simple Approach ◽  
Random Coefficient ◽  
Random Coefficient Models

Growth Modeling Using Random Coefficient Models: Model Building, Testing, and Illustrations

2002 ◽  
Vol 5 (4) ◽  
pp. 362-387 ◽  
Author(s):  
Paul D. Bliese ◽  
Robert E. Ployhart
Keyword(s):  
Model Building ◽  
Growth Modeling ◽  
Random Coefficient ◽  
Random Coefficient Models

Applying Random Coefficient Models to Strategy Research: Identifying and Exploring Firm Heterogeneous Effects

2018 ◽  
Vol 3 (3) ◽  
pp. 533-553 ◽  
Author(s):  
Juan Alcácer ◽  
Wilbur Chung ◽  
Ashton Hawk ◽  
Gonçalo Pacheco-de-Almeida
Keyword(s):  
Random Coefficient ◽  
Random Coefficient Models ◽  
Strategy Research ◽  
Heterogeneous Effects

Random Coefficient Models

2007 ◽  
pp. 410-428 ◽  
Author(s):  
P.A.V.B. Swamy ◽  
George S. Tavlas
Keyword(s):  
Random Coefficient ◽  
Random Coefficient Models

The Accuracy of Significance Tests for Slope Variance Components in Multilevel Random Coefficient Models

2007 ◽  
Vol 12 (3) ◽  
pp. 418-435 ◽  
Author(s):  
David M. LaHuis ◽  
Matthew W. Ferguson
Keyword(s):  
Variance Components ◽  
Random Coefficient ◽  
Significance Tests ◽  
Random Coefficient Models
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