E. Mendoza

collaborators

2 papers

stat.CO2021

Nonparametric Estimation of the Random Coefficients Model in Python

Emil Mendoza, Fabian Dunker, Marco Reale

We present $PyRMLE$ , a Python module that implements Regularized Maximum Likelihood Estimation for the analysis of Random Coefficient models. $PyRMLE$ is simple t…

stat.ME2021

Regularized Maximum Likelihood Estimation for the Random Coefficients Model

Fabian Dunker, Emil Mendoza, Marco Reale

The random coefficients model $Y_{i} = β_{0}_{i} + β_{1}_{i} X_{1}_{i} + β_{2}_{i} X_{2}_{i} + \dots + β_{d}_{i} X_{d}_{i}$ , with $X_{i}$ , $Y_{i}$ , $β_{i}$ i.i.d, and $β_{i}$ independent of…