A comparison of alternative estimators of linearly aggregated macro models. | [Pakistan Journal of Statistics and Operation Research • 2012]

Author(s):

1. Fikri Akdeniz: Department of Statistics, Faculty of Arts and Sciences, Çukurova University, Adana, Turkey

2. Hans Joachim Werner: Department of Statistics, Faculty of Law & Economics, University of Bonn, Adenauerallee 24-42, D-53113 Bonn, Germany

Abstract:

This paper deals with the linear aggregation problem. For the true underlying micro relations, which explain the micro behavior of the individuals, no restrictive rank conditions are assumed. Thus the analysis is presented in a framework utilizing generalized inverses of singular matrices. We investigate several estimators for certain linear transformations of the systematic part of the corresponding macro relations. Homogeneity of micro parameters is discussed. Best linear unbiased estimation for micro parameters is described. .

Page(s): 557-571

DOI: DOI not available

Published: Journal: Pakistan Journal of Statistics and Operation Research, Volume: 8, Issue: 3, Year: 2012

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