• Volume
    87
  • Year
    2017
  • Page
    171–186
  • Source
    JOURNAL OF STATISTICAL COMPUTATION an‎d SIMULATION
  • Format Published
    PDF
  • Descriptors

    Endogenous covariates , fixed-effect approach , longitudinal data; mixture , strategy; random-effect , approach

  • Abstract
    In this paper, we investigate estimation methods to deal with situations where random intercepts are associated to time-varying covariates in the context of linear mixed models. First, a review of previous ways to deal with this so-called endogeneity issue is presented, then a new method based on shared random effects is proposed. Simulation studies and an empirical example are utilized to assess the performance of our proposed method. It is shown that our new approach is more efficient than most competitors and is robust to the misspecification of the random-effects distributions.
  • Call. No.
    EA 77
  • IndexDate
    1397/10/19
  • Indexer
    Dashagha
  • Title of Article

    A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension

  • RecordNumber
    78
  • Issue/Number
    1
  • Author/Authors

    Reyhaneh Rikhtehgaran , Iraj Kazemi , and Geert Verbeke

    • Link To Document
    https://library.iut.ac.ir/dl/search/default.aspx?Term=78&Field=0&DTC=150