A note on the use of a proxy variable in testing hypothesis

DOI10.1016/0165-1765(85)90137-5MaRDI QIDQ375039zbMATH OpenOpenAlexFDO

Authors Kazuhiro Ohtani

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(85)90137-5

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 3599370 (Why is no real title available?)
• A Note on the Use of Proxy Variables
• MSE dominance of least squares with errors-of-observation
• Relative Asymptotic Bias from Errors of Omission and Measurement
• Some Properties of Tests for Specification Error in a Linear Regression Model

Cited in

(5)

• On the use of a proxy variable in the test for homoscedasticity
• 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
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
• Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence

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