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# Some Estimators for a Linear Model with Random Coefficients

Clifford Hildreth and James P. Houck
Journal of the American Statistical Association
Vol. 63, No. 322 (Jun., 1968), pp. 584-595
DOI: 10.2307/2284029
Stable URL: http://www.jstor.org/stable/2284029
Page Count: 12
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## Abstract

The linear model given by $y_t = \sum_{k=1}^K z_{tk}(\beta_k + v_{tk})\quad t = 1, 2, \cdots, T$ is considered. The βk represent average responses of yt the dependent variable to unit changes in the independent variables, ztk. The vtk are independently distributed random errors. A number of consistent estimators of the coefficients, βk, and the variances of the errors are developed and a few properties of the estimators are noted. Further investigations of sampling properties are needed.

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