The random effects estimate is identical to the fixed effects estimate if the estimated transformation parameter , , in generalized least squares estimation that eliminates serial correlation between error terms is, _____.
A) less than zero
B) equal to zero
C) equal to one
D) greater than one
Correct Answer:
Verified
Q15: Which of the following is a difference
Q16: The appropriate time average of {yit} is
Q17: The estimator obtained through regression on quasi-demeaned
Q18: In a random effects model, we assume
Q19: Which of the following types of variables
Q21: Pooled ordinary least squares estimation is commonly
Q22: Suppose that, in a fixed effects analysis,
Q23: The size of all the clusters obtained
Q24: In a true cluster sample, the individuals
Q25: The value of the estimated transformation parameter
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents