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Testing equality of the regression coefficients in panel data models.
- Source :
-
Communications in Statistics: Theory & Methods . 2022, Vol. 51 Issue 20, p7284-7296. 13p. - Publication Year :
- 2022
-
Abstract
- In this paper, we propose a new method to compare two or more panel data regression models. We aim to propose a method that is easily applicable to test the hypothesis of equality of regression coefficient vectors in panel data models with one-way and two-way error component regression. We present the results of our simulation study to compare our parametric bootstrap method with the other methods. [ABSTRACT FROM AUTHOR]
- Subjects :
- *DATA modeling
*PANEL analysis
*VECTOR data
*REGRESSION analysis
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 51
- Issue :
- 20
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 158808733
- Full Text :
- https://doi.org/10.1080/03610926.2021.1872637