On the Use of Incomplete Prior Information in Regression Analysis
From MaRDI portal
Publication:5337642
DOI10.2307/2283275zbMath0129.11401OpenAlexW4256094775MaRDI QIDQ5337642
Publication date: 1963
Full work available at URL: https://doi.org/10.2307/2283275
Related Items (74)
Estimation in Singular Linear Models with Stochastic Linear Restrictions and Linear Equality Restrictions ⋮ An alternative stochastic restricted Liu estimator in linear regression ⋮ On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression ⋮ MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers ⋮ On the compatibility of sample and prior information in the mixed regression model ⋮ On the equivalence of pooled and mixed estimation ⋮ BAYESIAN ESTIMATION OF T–G RIDGE MODEL ⋮ On the use of some extraneous information in the estimation of the coefficients of regression ⋮ Mixed Liu estimator in linear measurement error models ⋮ Comparing generalized mixed estimators with respect to covariance matrix in a linear regression model ⋮ Exact and stochastic nonlinear constrained estimation in the conditional poisson log-linear model ⋮ General instrumental variables estimation under stochastic linear restrictions ⋮ THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS ⋮ A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model ⋮ Robust estimation in restricted linear regression ⋮ The reconstruction of index data in aggregative econometric models ⋮ A new stochastic mixed Liu estimator in linear regression model ⋮ Diagnostic measures for the restricted Liu estimator in linear measurement error models ⋮ A new stochastic restricted Liu-type estimator in linear regression model ⋮ A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties ⋮ Bounding posterior means by model criticism ⋮ Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ Once more: optimal experimental design for regression models (with discussion) ⋮ Detection of outliers and influential observations in regression analysis using stochastic prior information ⋮ A derivation of the Black-Litterman formula and its symmetry property ⋮ On ridge parameter estimators under stochastic subspace hypothesis ⋮ Combining multiple time series predictors: A useful inferential procedure ⋮ Estimation of covariance components for random-walk regression parameters ⋮ Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors ⋮ Analytical uses of Kalman filtering in econometrics — A survey ⋮ Constrained \(l_ 1\) estimation via geometric programming ⋮ A stochastic restricted principal components regression estimator in the linear model ⋮ An Iterative Linear Prediction Method ⋮ On the weighted mixed Liu-type estimator under unbiased stochastic restrictions ⋮ PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*) ⋮ Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model ⋮ A new stochastic mixed ridge estimator in linear regression model ⋮ Influence measures in affine combination type regression ⋮ Using a priori information in regression analysis ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics ⋮ Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness ⋮ Mixed regression estimator under inclusion of some superfluous variables ⋮ On a pooled estimator and its finite-sample moments ⋮ On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models ⋮ Estimation of structural equation models with exact and stochastic prior information ⋮ Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model ⋮ Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness ⋮ A new ridge-type estimator in stochastic restricted linear regression ⋮ Highest predictive density estimator in regression models ⋮ A New Two-Parameter Estimator in Linear Regression ⋮ Factor analysis regression ⋮ Recursive estimation in econometrics ⋮ Estimation in Singular Linear Models with Stochastic Linear Restrictions ⋮ Stochastic response restrictions ⋮ Robustness of theil's mixed regression estimators ⋮ The weighted ridge estimator in stochastic restricted linear measurement error models ⋮ Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression ⋮ A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models ⋮ A Comparison of Mixed and Ridge Estimators of Linear Models ⋮ LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS ⋮ Time series smoothing by penalized least squares ⋮ Linear Equality Constraints in the General Linear Mixed Model ⋮ On the estimation of generalized linear probability model involving discrete random variables ⋮ The stochastic restricted ridge estimator in generalized linear models ⋮ Improvement of the Liu Estimator in Weighted Mixed Regression ⋮ A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression ⋮ Stochastic restricted estimation in partially linear additive errors-in-variables models ⋮ Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression ⋮ Linear restrictions, rank reduction, and biased estimation in linear regression ⋮ Two kinds of weighted biased estimators in stochastic restricted regression model ⋮ Performance of some stochastic restricted ridge estimator in linear regression model ⋮ Mixed Lasso estimator for stochastic restricted regression models ⋮ Properties of the mixed regression estimator when disturbances are not necessarily normal ⋮ Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
This page was built for publication: On the Use of Incomplete Prior Information in Regression Analysis