摘要：This paper develops an invariance condition for the random coefficients
regression (RCR) model and thereby: (i) exends the results originally proposed by Rao
(1965, 1967); (ii) provides a new proof of the equality of the direct and two-step estimators
of the RCR model; and (iii) corrects a result claimed in McAleer (1992) for mixed models.
