Marcia Gumpertz

Overview

Marcia Gumpertz is Assistant Professor in the Department of Statistics at North Carolina State University, Raleigh, NC. Her research interests include random coefficient regression models for longitudinal and repeated-measures data in biological and agricultural contexts.

Key Contributions / Features

• Gumpertz-Pantula (1989): With Sastry G. Pantula, proposed the simple mean estimator $\bar{\mathbf{b}} = n^{-1}\sum_i \mathbf{b}_i$ as a practical alternative to EGLS in Swamy's (1971) random coefficient regression model. Key results: (i) $\bar{\mathbf{b}}$ is exactly normally distributed for all $n$ and $t$; (ii) $n^{-1}\mathbf{S}_{bb}$ is an unbiased estimator of $\text{var}(\bar{\mathbf{b}})$ requiring no positive-definiteness check of $\hat{\boldsymbol{\Sigma}}_{\beta\beta}$; (iii) the resulting Hotelling $T^2$ test $\hat{T}_{BAR}^{*2}$ maintains empirical level close to 5% across all Monte Carlo configurations, unlike EGLS which is severely oversized when $\hat{\boldsymbol{\Sigma}}_{\beta\beta}$ is modified; (iv) asymptotically equivalent to EGLS as $n \to \infty$ or $t \to \infty$.

Related

• Sastry G. Pantula
• Random Coefficient Model
• Gumpertz-Pantula (1989) A Simple Approach to Inference in Random Coefficient Models