Sastry G. Pantula

Overview

Sastry G. Pantula is Associate Professor in the Department of Statistics at North Carolina State University, Raleigh, NC 27695-8203. His research focuses on asymptotic theory for regression models including random coefficient models, time series, and unit root testing.

Key Contributions / Features

• Gumpertz-Pantula (1989): With Marcia Gumpertz, derived large-sample properties of the simple mean estimator $\bar{\mathbf{b}} = n^{-1}\sum_i \mathbf{b}_i$ for Swamy's random coefficient regression model. Proved asymptotic equivalence of $\bar{\mathbf{b}}$ to EGLS as $n \to \infty$ or $t \to \infty$ (Appendix: three-case proof covering $n$ fixed/$t \to \infty$; $t$ fixed/$n \to \infty$; $nt$ large/$q=1$). The test statistic $\hat{T}_{BAR}^{*2}$ based on $\mathbf{S}_{bb}$ avoids the positive-definiteness problem of $\hat{\boldsymbol{\Sigma}}_{\beta\beta}$ in EGLS. Monte Carlo study (1,000 replications; 3 values of $n$, $t$, $\delta$, $\sigma^2$) showed empirical size within 0.02 of 5% for all configurations.

Related

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