Estimation of a regression model on two or more sets of differently grouped data

Baksalary, 1982, An invariance property of Farebrother's procedure for estimation with aggregated data, Journal of Economecrics, 22, 317, 10.1016/0304-4076(83)90107-0 Barten, 1969, Maximum likelihood estimation of a complete system of demand equations, European Economic Review, 1, 7, 10.1016/0014-2921(69)90017-8 DeGroot, 1970 Farebrother, 1979, Estimation with aggregated data, Journal of Econometrics, 10, 43, 10.1016/0304-4076(79)90063-0 Gail, 1977, Counting the number of r×s contingency table with fixed margins, Journal of the American Statistical Association, 72, 856, 10.2307/2286475 Goodman, 1985, The analysis of cross-classified data having ordered and⧸or unordered categories: Association models, correlation models, and symmetry models for contingency tables with or without missing entries, Annals of Statistics, 13, 10, 10.1214/aos/1176346576 Haitovsky, 1973 Johnson, 1973 Johnston, 1984 Kmenta, 1986 Lebedev, 1965, Special functions and their applications, 10.1063/1.3047047 Lehmann, 1975 Maddala, 1977 Rao, 1961, Generation of random permutations of given number of elements using random sampling numbers, Sankhya, A23, 305 Rao, 1971 Rubinstein, 1981 Zellner, 1971 Zyskind, 1969, On best linear estimation and general Gauss-Markov theorem in linear models with arbitrary nonnegative covariance structure, SIAM Journal of Applied Mathematics, 17, 1190, 10.1137/0117110