Fisher Information Matrix for Two-way Random e Effects Model with Heteroscedasticity: Accepted - January 2024

Patrice Takam Soh; Eugene Kouassi; Jean Marcelin Bosson Brou; Saralees Nadarajah

doi:10.57805/revstat.vi.647

Forthcoming

Fisher Information Matrix for Two-way Random e Effects Model with Heteroscedasticity

Accepted - January 2024

Authors

Patrice Takam Soh University of Yaoundé 1 https://orcid.org/0000-0003-2584-3138
Eugene Kouassi University Félix Houphouët-Boigny https://orcid.org/0000-0003-3010-0398
Jean Marcelin Bosson Brou University Félix Houphouët-Boigny https://orcid.org/0000-0002-7803-5751
Saralees Nadarajah University of Manchester https://orcid.org/0000-0002-0481-0372

DOI:

https://doi.org/10.57805/revstat.vi.647

Keywords:

computational issues, heteroscedasticity, information matrix, real data applications, two way models

Abstract

Model specification and selection are important aspects of modeling exercises. In this context, the Fisher Information Matrix (FIM) plays an essential role. In this paper, we derive the Fisher Information Matrix (FIM) for the two way random effects panel data models, in general, as well as in some specic cases of heteroscedasticity. Some computational issues are then raised and discussed. In addition, some real data examples are reported and thoroughly discussed.

Downloads

FP_REVSTAT2024_jan3

Published

2024-01-22

Issue

new article

Section

Forthcoming Paper

License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Fisher Information Matrix for Two-way Random e Effects Model with Heteroscedasticity: Accepted - January 2024. (2024). REVSTAT-Statistical Journal. https://doi.org/10.57805/revstat.vi.647