A Note on the Use of Proxy Variables

DOI10.2307/1912971MaRDI QIDQ5674270zbMATH OpenOpenAlexFDO

Authors Michael Wickens

Publication date 1972

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912971

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(22)

• MSE dominance of least squares with errors-of-observation
• The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
• Proxies versus omitted variables in regression analysis
• Dropping variables versus use of proxy variables in linear regression
• PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
• Assessing consumer demand with noisy neural measurements
• Superiority comparisons of heterogeneous linear estimators
• Inflation of Type I error rate in multiple regression when independent variables are measured with error
• A note on the use of a proxy variable in testing hypothesis
• On the use of a proxy variable in the test for homoscedasticity
• The relevance of large sample properties of estimators for the errors-in-variables model:a monte carlo study
• The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance
• Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables
• Some sampling properties of the two-stage test in a linear regression with a proxy variable
• 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
• PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables
• The role of proxy information in missing data analysis
• Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence
• A note on bias from proxy variables with systematic errors
• Expected MSE of errors-in-variables and omitted variables models
• Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach

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