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  • Random Effects GLS

    Dear Stata Members

    With regard to the RE GLS-Swamy Arora 1972 estimator, where can i get the article for the explanation/explanation of the estimator inclusive of the interpretation of theta(θ) in its results


    Kind regards
    Anita

  • #2
    Anita:
    this is in all likelihhod the source you're looking for: http://www.jstor.org/stable/1909405?...n_tab_contents
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      Dear Carlo

      Thank you and have a nice week.

      Kind Regards
      Anita

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