Estimation of a Multivariate continuous Variable Panel Model

Abstract

Continuous-variable panel models are widely used in social and business research to assess the effects of exogenous (and lagged endogenous variables) on endogenous variables over time given a large number of independent replications on variables measured at each of a small number of times. We consider the problem of estimating the parameters for a model in which the error includes a random individual component. The univariate version of this components of variance model has been widely studied in econometrics. Results in the mathematical statistics literature are used to characterize and study the maximum-likelihood estimators. The results are applied to a panel study of patients' attitudes and perceptions toward health maintenance organizations.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1987
Accession Number
ADA184472

Entities

People

  • Kun M. Chen
  • Lawrence S. Mayer

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Classification
  • Covariance
  • Data Science
  • Equations
  • Estimators
  • Health Care
  • Health Maintenance Organizations
  • Information Science
  • Maximum Likelihood Estimation
  • Military Research
  • Multivariate Analysis
  • Security
  • Social Sciences
  • Statistical Algorithms
  • Statistical Inference
  • Statistics
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Organizational Psychology.
  • Regression Analysis.