The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (Q1184947): Difference between revisions

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+On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation
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+Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
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+Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
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+Improved estimation of the disturbance variance in a linear regression model
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+Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
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+Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
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+Optimal Critical Values for Pre-Testing in Regression
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