JSTOR Daily

Simulation-Based Diagnostics in Random-Coefficient Models

Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 164, No. 2 (2001), pp. 259-273 (15 pages) Commonly applied diagnostic procedures in random-coefficient (multilevel) ...
Harvard Business School

Applying Random Coefficient Models to Strategy Research: Testing for Firm Heterogeneity, Predicting Firm-Specific Coefficients, and Estimating Strategy Trade-Offs

Alcacer, Juan, Wilbur Chung, Ashton Hawk, and Goncalo Pacheco-de-Almeida. "Applying Random Coefficient Models to Strategy Research: Testing for Firm Heterogeneity, Predicting Firm-Specific ...
JSTOR Daily

A Censored Random Coefficients Model for Pooled Survey Data with Application to the Estimation of Power Outage Costs

This is a preview. Log in through your library . Abstract In many surveys, multiple observations on the dependent variable are collected from a given respondent. The resulting pooled data set is ...
Harvard Business School

Applying Random Coefficient Models to Strategy Research: Identifying and Exploring Firm Heterogeneous Effects

Alcácer, Juan, Wilbur Chung, Ashton Hawk, and Gonçalo Pacheco-de-Almeida. "Applying Random Coefficient Models to Strategy Research: Identifying and Exploring Firm Heterogeneous Effects." Strategy ...
Simon Fraser University

RANDOM Statement

The RANDOM statement defines the random effects constituting the vector in the mixed model. It can be used to specify traditional variance component models (as in the VARCOMP procedure) and to specify ...
insider.si.edu

Linear mixed models : a practical guide using statistical software / Brady T. West, Kathleen B. Welch, Andrzej T. Gałecki, University of Michigan, Ann Arbor, USA ; with ...

"First edition published in 2006." 1. Introduction -- What are linear mixed models (LMMs)? -- Models with random effects for clustered data -- Models for longitudinal or repeated-measures data -- A ...
Risk

A correlated structural credit risk model with random coefficients and its Bayesian estimation using stock and credit market information

Using historical equity and credit market data, we illustrate the validation of a structural correlated default model applied to Black-Cox setups. We model the dependence structure through the ...
Simon Fraser University

PROC NLMIXED Compared with Other SAS Procedures and Macros

The models fit by PROC NLMIXED can be viewed as generalizations of the random coefficient models fit by the MIXED procedure. This generalization allows the random coefficients to enter the model ...