Mean square error tests for restrictions in singular linear models

DOI10.1016/0304-4076(77)90005-7MaRDI QIDQ1242423zbMATH OpenOpenAlexFDO

Authors Burt S. Holland

Publication date 1977

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(77)90005-7

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Cites work

• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• scientific article; zbMATH DE number 3443026 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• scientific article; zbMATH DE number 3196618 (Why is no real title available?)
• Some comments on estimation in regression after preliminary tests of significance
• The Statistical Consequences of Preliminary Test Estimators in Regression
• Weaker Criteria and Tests for Linear Restrictions in Regression

Cited in

(2)

• On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk
• Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model

This page was built for publication: Mean square error tests for restrictions in singular linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1242423)