응용통계연구 (The Korean Journal of Applied Statistics)

  • 제13권1호
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  • Pages.55-70
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  • 2000
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

내포오차성분을 가정한 패널회귀모형에서 추정량의 효율에 관한 비교

A Comparison of Estimation Procedures in a Nested Error Components Regression Model

  • 발행 : 2000.03.01
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⟨ 이전 논문 다음 논문 ⟩

초록

본 논문에서는 내포오차성분을 가지는 패널회귀모형에서 회귀계수에 대하여 다양한 추정량들을 유도하고, 추정량들의 효율성을 모의실험을 통하여 평균제곱오차의 기준에서 비교하였다. 모의실험 결과, 제안된 FGLS 추정량들은 GLS추정량과 효율성에서 서로 큰 차이를 보이지 않았으며, 계산상 더욱 복잡한 ML, REML 추정량 및 MIVQUE와 거의 비슷한 효율성을 보여주었다.

키워드

참고문헌

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