On the Use of Incomplete Prior Information in Regression Analysis

From MaRDI portal
Revision as of 00:29, 9 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5337642

DOI10.2307/2283275zbMath0129.11401OpenAlexW4256094775MaRDI QIDQ5337642

Henri Theil

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 RestrictionsAn alternative stochastic restricted Liu estimator in linear regressionOn the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regressionMSE-matrix superiority of the mixed over the least squares estimator in the presence of outliersOn the compatibility of sample and prior information in the mixed regression modelOn the equivalence of pooled and mixed estimationBAYESIAN ESTIMATION OF T–G RIDGE MODELOn the use of some extraneous information in the estimation of the coefficients of regressionMixed Liu estimator in linear measurement error modelsComparing generalized mixed estimators with respect to covariance matrix in a linear regression modelExact and stochastic nonlinear constrained estimation in the conditional poisson log-linear modelGeneral instrumental variables estimation under stochastic linear restrictionsTHE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPSA new version of unbiased ridge regression estimator under the stochastic restricted linear regression modelRobust estimation in restricted linear regressionThe reconstruction of index data in aggregative econometric modelsA new stochastic mixed Liu estimator in linear regression modelDiagnostic measures for the restricted Liu estimator in linear measurement error modelsA new stochastic restricted Liu-type estimator in linear regression modelA note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample propertiesBounding posterior means by model criticismRidge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errorsOnce more: optimal experimental design for regression models (with discussion)Detection of outliers and influential observations in regression analysis using stochastic prior informationA derivation of the Black-Litterman formula and its symmetry propertyOn ridge parameter estimators under stochastic subspace hypothesisCombining multiple time series predictors: A useful inferential procedureEstimation of covariance components for random-walk regression parametersUncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errorsAnalytical uses of Kalman filtering in econometrics — A surveyConstrained \(l_ 1\) estimation via geometric programmingA stochastic restricted principal components regression estimator in the linear modelAn Iterative Linear Prediction MethodOn the weighted mixed Liu-type estimator under unbiased stochastic restrictionsPRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error modelA new stochastic mixed ridge estimator in linear regression modelInfluence measures in affine combination type regressionUsing a priori information in regression analysisDiagnostics in elliptical regression models with stochastic restrictions applied to econometricsPenalized least squares smoothing of two-dimensional mortality tables with imposed smoothnessMixed regression estimator under inclusion of some superfluous variablesOn a pooled estimator and its finite-sample momentsOn the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted modelsEstimation of structural equation models with exact and stochastic prior informationEfficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression modelEffect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothnessA new ridge-type estimator in stochastic restricted linear regressionHighest predictive density estimator in regression modelsA New Two-Parameter Estimator in Linear RegressionFactor analysis regressionRecursive estimation in econometricsEstimation in Singular Linear Models with Stochastic Linear RestrictionsStochastic response restrictionsRobustness of theil's mixed regression estimatorsThe weighted ridge estimator in stochastic restricted linear measurement error modelsStein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regressionA robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression modelsA Comparison of Mixed and Ridge Estimators of Linear ModelsLARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELSTime series smoothing by penalized least squaresLinear Equality Constraints in the General Linear Mixed ModelOn the estimation of generalized linear probability model involving discrete random variablesThe stochastic restricted ridge estimator in generalized linear modelsImprovement of the Liu Estimator in Weighted Mixed RegressionA Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regressionStochastic restricted estimation in partially linear additive errors-in-variables modelsProperties of estimators after preliminary tests of significance when stochastic restrictions are used in regressionLinear restrictions, rank reduction, and biased estimation in linear regressionTwo kinds of weighted biased estimators in stochastic restricted regression modelPerformance of some stochastic restricted ridge estimator in linear regression modelMixed Lasso estimator for stochastic restricted regression modelsProperties of the mixed regression estimator when disturbances are not necessarily normalIterative 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