The Variances of Regression Coefficient Estimates Using Aggregate Data
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https://www.nber.org/papers/w0060
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资源简介：
This paper considers the effect of aggregation on the variance of parameter estimates for a linear regression model with random coefficients and an additive error term. Aggregate and microvariances are compared and measures of relative efficiency are introduced. Necessary conditions for efficient
提供机构：
美国国家经济研究局
创建时间：
1974-10-01
