Improved estimation in lognormal regression models (Q1099910): Difference between revisions
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Revision as of 07:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation in lognormal regression models |
scientific article |
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Improved estimation in lognormal regression models (English)
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1988
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Lognormal regression model with unknown error variance is considered. We give a class of estimators of the regression coefficients vector improving upon traditional estimator when the number of independent variables is at least three. The relationship between these estimators on one hand and James-Stein type estimators of the normal mean and improved estimators of the normal variance on another hand is discussed.
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inadmissibility
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quadratic loss
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Lognormal regression model
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unknown error variance
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James-Stein type estimators of the normal mean
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normal variance
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