Optimal designs for panel data linear regressions

Jing Cheng and Mingyao Ai

Statistics & Probability Letters, 2020, vol. 163, issue C

Abstract: Optimal designs for the within-group estimator of the coefficients in panel data linear regressions are investigated on the design space of unity cube. Identical uniform designs on partial vertexes of this cube selected by 2-level orthogonal arrays are proved to be D-, A- and E-optimal.

Keywords: Identical design; Linear regression; Panel data; Within-group estimator (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108769

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