Some comments on estimation in regression after preliminary tests of significance

DOI10.1016/0304-4076(73)90017-1zbMath0289.62023OpenAlexW2010303526MaRDI QIDQ1847116

George G. Judge, Thomas A. Yancey, Mary Ellen Bock

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1016/0304-4076(73)90017-1

Mathematics Subject Classification ID

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

Related Items (3)

Pre-test estimation in the linear regression model with competing restrictions ⋮ Pre-Test type estimators for selection of simple normal models ⋮ Mean square error tests for restrictions in singular linear models

Cites Work

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• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• The Statistical Consequences of Preliminary Test Estimators in Regression
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• Sequential Model Building for Prediction in Regression Analysis, I
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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