Properties of the mixed regression estimator when disturbances are not necessarily normal

DOI10.1016/0378-3758(85)90021-7zbMath0574.62059OpenAlexW1971848951MaRDI QIDQ1063356

B. George

Publication date: 1985

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(85)90021-7

zbMATH Keywords

least squares estimatormixed regression estimatormean squared error matrixbias vectornon-normal disturbancesnormal disturbancesSmall-disturbance approximations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (4)

Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables ⋮ Concentration of estimators of coefficients in mixed regression model ⋮ A modified generalized mixed regression estimator when disturbances are nonnormal ⋮ A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality

Cites Work

• Unnamed Item
• On the Use of Incomplete Prior Information in Regression Analysis
• The Bias and Moment Matrix of a Mixed Regression Estimator
• Note on the Unbiasedness of a Mixed Regression Estimator

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