Constrained and unconstrained maximum likelihood estimation of a variance components model of cross-sections pooled over time. [TR 60]

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Abstract/Contents

Abstract: Technical Report no. 60
The authors report on simulations on the quality of parameter estimates of regression coefficients with lagged variables. Results showed that the quality of estimates varied with the amount of serial error correlation and with the relative strength of effects of lagged variables. Estimates of the coefficient of an exogenous variable β2 should be very similar by maximum likelihood estimates and modified generalized least squares. If they are not close to identical, an investigator should suspect misspecification of the model.
[Abstract by Murray Webster, 2014.]

Type of resource	text
Date created	October 1976

Author	Tuma, Nancy Brandon
Author	Young, Alice A.
Publisher	Laboratory for Social Research, Stanford University Department of Sociology

Subject	Combinatorial designs and configurations
Subject	TR#60
Subject	Technical report no. 60
Subject	Stanford University Department of Sociology
Subject	Laboratory for Social Research
Subject	Social sciences-Research
Subject	Social Science methods
Genre	Technical report

Location	https://purl.stanford.edu/nb867nt1743

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License: This work is licensed under a Creative Commons Attribution Non Commercial No Derivatives 3.0 Unported license (CC BY-NC-ND).

Preferred Citation: Tuma, Nancy Brandon and Young, Alice A.. (1976). Constrained and unconstrained maximum likelihood estimation of a variance components model of cross-sections pooled over time.Technical Report; #60, Laboratory for Social Research, Stanford University Department of Sociology. Stanford Digital Repository. Available at: http://purl.stanford.edu/nb867nt1743

Laboratory for Social Research Technical Report Series (1961-1985), Stanford University Department of Sociology

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