Biased estimation and hypothesis testing in linear regression

DOI10.1007/BF00046995MaRDI QIDQ1914892zbMATH OpenFDO

Authors Peter Stahlecker, Karsten Schmidt

Publication date 1 September 1996

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00046995

zbMATH Keywords

least squares estimatorsimple hypothesis\(F\)-statisticbiased estimators

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 46829 (Why is no real title available?)
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• On Biased Estimation in Linear Models
• Quasi minimax estimation in the linear regression model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited in

(5)

• Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity
• scientific article; zbMATH DE number 3917521 (Why is no real title available?)
• Hypothesis testing using affine linear estimators
• A Note on the Bias of O'Brien's OLS Test
• Biases and standard errors of standardized regression coefficients

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