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A Comparison of Alternative Estimators of Linearly Aggregated Macro Models

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Author(s): Fikri Akdeniz | Hans Joachim Werner

Journal: Pakistan Journal of Statistics and Operation Research
ISSN 1816-2711

Volume: 8;
Issue: 3;
Date: 2012;
Original page

Keywords: Aggregation bias | Best linear unbiased estimator | Linear aggregation | Macro parameter | Micro parameter | Specification error.

ABSTRACT
This paper deals with the linear aggregation problem. For the true underlying micro relations, which explain the micro behavior of the individuals, no restrictive rank conditions are assumed. Thus the analysis is presented in a framework utilizing generalized inverses of singular matrices. We investigate several estimators for certain linear transformations of the systematic part of the corresponding macro relations. Homogeneity of micro parameters is discussed. Best linear unbiased estimation for micro parameters is described.
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