Harvard Business School

Applying Random Coefficient Models to Strategy Research: Identifying and Exploring Firm Heterogeneous Effects

Alcácer, Juan, Wilbur Chung, Ashton Hawk, and Gonçalo Pacheco-de-Almeida. "Applying Random Coefficient Models to Strategy Research: Identifying and Exploring Firm Heterogeneous Effects." Strategy ...
Nature

Incorporating the single-step strategy into a random regression model to enhance genomic prediction of longitudinal traits

Complex traits with multiple phenotypic values changing over time are called time-dependent or longitudinal traits. Knowledge of the genetic effects influencing longitudinal patterns is important to ...
Harvard Business School

Applying Random Coefficient Models to Strategy Research: Testing for Firm Heterogeneity, Predicting Firm-Specific Coefficients, and Estimating Strategy Trade-Offs

Alcacer, Juan, Wilbur Chung, Ashton Hawk, and Goncalo Pacheco-de-Almeida. "Applying Random Coefficient Models to Strategy Research: Testing for Firm Heterogeneity, Predicting Firm-Specific ...
Simon Fraser University

RANDOM Statement

The RANDOM statement defines the random effects constituting the vector in the mixed model. It can be used to specify traditional variance component models (as in the VARCOMP procedure) and to specify ...
insider.si.edu

Linear mixed models : a practical guide using statistical software / Brady T. West, Kathleen B. Welch, Andrzej T. Gałecki, University of Michigan, Ann Arbor, USA ; with ...

"First edition published in 2006." 1. Introduction -- What are linear mixed models (LMMs)? -- Models with random effects for clustered data -- Models for longitudinal or repeated-measures data -- A ...
Risk

A correlated structural credit risk model with random coefficients and its Bayesian estimation using stock and credit market information

Using historical equity and credit market data, we illustrate the validation of a structural correlated default model applied to Black-Cox setups. We model the dependence structure through the ...