MSE dominance of least squares with errors-of-observation

DOI10.1016/0304-4076(74)90020-7zbMATH Open0291.62083OpenAlexW2071011685MaRDI QIDQ1211331FDOQ1211331

Dennis J. Aigner

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1016/0304-4076(74)90020-7

Mathematics Subject Classification ID

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

Cites Work

• Relative Asymptotic Bias from Errors of Omission and Measurement
• A Note on the Use of Proxy Variables
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression

Cited In (18)

• The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
• Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach
• Superiority comparisons of heterogeneous linear estimators
• Some sampling properties of the two-stage test in a linear regression with a proxy variable
• Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence
• 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
• Proxies versus omitted variables in regression analysis
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
• Assessing consumer demand with noisy neural measurements
• Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables
• A note on bias from proxy variables with systematic errors
• Expected MSE of errors-in-variables and omitted variables models
• Dropping variables versus use of proxy variables in linear regression
• 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
• 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 role of proxy information in missing data analysis

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