Scientific Research Publishing

Random Coefficient Modelling of the Global Effect of Exchange and Monetary Policy Rates on Inflation (2) ()

This study examined the relationship between the Monetary Policy Rate (MPR) and inflation across five continents from 2014 to 2023 using both Frequentist and Bayesian Linear Mixed Models (LMM). It ...
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: 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 ...
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 ...
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 ...
JSTOR Daily

Maximum likelihood estimates for the Hildreth—Houck random coefficients model

We explore maximum likelihood (ML) estimation of the Hildreth—Houck random coefficients model. We show that the global ML estimator can be inconsistent. We develop an alternative LML (local ML) ...
Kellogg School of Management

A Practitioner's Guide to Estimation of Random-Coefficients Logit Models of Demand

Citations: Nevo, Aviv. 2000. A Practitioner's Guide to Estimation of Random-Coefficients Logit Models of Demand. Journal of Economics & Management Strategy. (4)513-548.
Nature

Incorporating the single-step strategy into a random regression model to enhance genomic prediction of longitudinal traits

Complex traits with multiple phenotypic values changing over time are called time-dependent or longitudinal traits. Knowledge of the genetic effects influencing longitudinal patterns is important to ...
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 ...