The Exact Finite Sample Properties of the Estimators of Coefficients in Mixed Dummy-Variable Error Components Model

Document Type : Original Article

Authors

Institute of Statistical Studies & Research, Cairo University, Egypt

Abstract

A multivariate mixed dummy variable-error components model is specified. An efficient two-stage method for estimating the parameters of the multivariate mixed model is also given. Finally, some exact finite-sample properties of the two-step estimators for the parameters of the model are derived.

Keywords