A note on S2 in a linear regression model based on two-stage sampling data

Seuck Heun Song

Statistics & Probability Letters, 1999, vol. 43, issue 2, 131-135

Abstract: The ordinary least-squares-based estimator of the disturbance variance is shown to be asymptotically unbiased and weakly consistent irrespective of restrictions on the nonstochastic regressor matrix, when a regression model uses the data collected by a two-stage sampling.

Keywords: Ordinary; least-squares; estimator; Disturbance; variance; Two-stage; sampling; Intracluster; correlation (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (1)

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