Some Estimation Properties of the Random Coefficients Regression

Document Type : Original Article

Author

College od Administrative Science, King Saud University, Kingdom of Saudi Arabia

Abstract

Random coefficients regression (RCR) model provides a useful analysis for Reiss Agricultural experiments. paper, we some cross section and time series data in Economics, and growth curve data in usefully properties of using the RCR estimator. We compare the RCR estimator in the RCR model and the mixed random coefficients regression (MRCR) model. Also, the sensitivity of RCR estimator to change with respect to variance (v-1) and the explanatory variables (X) are presented in section 3. We point out that the RCR estimator is biased and has larger mean squared error in MRCR model when compared with the RCR model.
 

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