Mixed regression estimator under misspecification

DOI10.1016/0165-1765(86)90115-1zbMath1328.62621MaRDI QIDQ899790

Krishna Kadiyala

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90115-1

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

Related Items

THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS, A comparison between two competing fixed parameter constrained general linear models with new regressors, Performance of the principal component two-parameter estimator in misspecified linear regression model, Mean square error matrix superiority of estimators under linear restrictions and misspecification, Stochastic restricted biased estimators in misspecified regression model with incomplete prior information, Mean square error matrix superiority of empirical Bayes estimators under misspecification, Mixed regression estimator under inclusion of some superfluous variables, Statistical analysis of a linear regression model with restrictions and superfluous variables, r-d Class Estimator Under Misspecification, Superiority of the r-k class estimator over some estimators in a misspecified linear model

Cites Work

• A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss
• Optimal Critical Values for Pre-Testing in Regression
• Specification Errors and the Estimation of Economic Relationships
• Weaker Criteria and Tests for Linear Restrictions in Regression