Dear all:
Thank you so much for attention!
I encounter a specific nonlinear regression as follows:
y_i=x_i^T\beta+\eta^T Z_i \eta+\epsilon_i
where $x_i$ (p \times 1) and $Z_i$ (p \times p) are covariate vector and
matrix, respectively, $\beta $ and $\eta$ are two $p\times 1$ , epsilon_i
are iid N(0, 1).
Would you mind directing me some references about this kind of model.
sincerely yours,
h.t.
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