A Note on Some Monte Carlo Results on Non-Negative Variance Estimators for a Random Coefficient Regression Model

B. R. Froehlich

American Journal of Agricultural Economics, 1973, vol. 55, issue 2, 231-234

Abstract: A consistent estimator is used as a first step in estimating variances. Since this procedure frequently gives negative values, alternatives are proposed. One of these, the quadratic programming estimator, was believed to be superior to both of the others examined in this study. The experiment does not support this conjecture.

Date: 1973
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