RT Journal Article
T1 An algorithm for panel ANOVA with grouped data
A1 Anido, Carmen
A1 Rivero Rodríguez, Carlos
A1 Valdés Sánchez, Teófilo
AB In this paper, we present an algorithm suitable for analysing the variance of panel data when some observations are either given in grouped form or are missed. The analysis is carried out from the perspective of ANOVA panel data models with general errors. The classification intervals of the grouped observations may vary from one to another, thus the missing observations are in fact a particular case of grouping. The proposed Algorithm (1) estimates the parameters of the panel data models; (2) evaluates the covariance matrices of the asymptotic distribution of the time-dependent parameters assuming that the number of time periods, T, is fixed and the number of individuals, N, tends to infinity and similarly, of the individual parameters when T -> a and N is fixed; and, finally, (3) uses these asymptotic covariance matrix estimations to analyse the variance of the panel data.
PB Springer Heidelberg
SN 0026-1335
YR 2011
FD 2011-07
LK https://hdl.handle.net/20.500.14352/43678
UL https://hdl.handle.net/20.500.14352/43678
LA eng
NO MEC
NO EUROSTAT
DS Docta Complutense
RD 6 abr 2025