Swamy and Arora (1972) estimates of the variance components: The one-way model. (a) Show that (widehat{hat{sigma}}_{v}^{2}) given

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Swamy and Arora (1972) estimates of the variance components: The one-way model.

(a) Show that $\widehat{\hat{\sigma}}_{v}^{2}$ given in (2.24) is unbiased for $\sigma_{v}^{2}$.

(b) Show that $\widehat{\hat{\sigma}}_{1}^{2}$ given in (2.27) is unbiased for $\sigma_{1}^{2}$.

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Econometric Analysis Of Panel Data

ISBN: 9783030539528

6th Edition

Authors: Badi H Baltagi

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Question Posted: Mar 02, 2024 11:00 PM

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Swamy and Arora (1972) estimates of the variance components: The one-way model. (a) Show that (widehat{hat{sigma}}_{v}^{2}) given

Question:

= [y'Qy-y'QX (X'QX)-X'Qy]/[N(T-1) - K] (2.24)

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Econometric Analysis Of Panel Data

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