Pages that link to "Item:Q5674270"
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The following pages link to A Note on the Use of Proxy Variables (Q5674270):
Displaying 21 items.
- A note on the use of a proxy variable in testing hypothesis (Q375039) (← links)
- On the use of a proxy variable in the test for homoscedasticity (Q375109) (← links)
- The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance (Q451426) (← links)
- A note on bias from proxy variables with systematic errors (Q902688) (← links)
- Expected MSE of errors-in-variables and omitted variables models (Q902690) (← links)
- Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach (Q959367) (← links)
- MSE dominance of least squares with errors-of-observation (Q1211331) (← links)
- The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables (Q1383242) (← links)
- Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances (Q1801426) (← links)
- Proxies versus omitted variables in regression analysis (Q1914235) (← links)
- Dropping variables versus use of proxy variables in linear regression (Q1918145) (← links)
- PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables (Q2493852) (← links)
- Assessing consumer demand with noisy neural measurements (Q2658776) (← links)
- Superiority comparisons of heterogeneous linear estimators (Q3028084) (← links)
- Inflation of Type I error rate in multiple regression when independent variables are measured with error (Q3636239) (← links)
- The relevance of large sample properties of estimators for the errors-in-variables model:a monte carlo study (Q3956226) (← links)
- Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables (Q4695799) (← links)
- Some sampling properties of the two-stage test in a linear regression with a proxy variable (Q4721417) (← links)
- Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables (Q4929206) (← links)
- PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables (Q4960729) (← links)
- The role of proxy information in missing data analysis (Q5424967) (← links)