Dropping variables versus use of proxy variables in linear regression
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Publication:1918145
DOI10.1016/0378-3758(95)00045-3zbMath0849.62035OpenAlexW2074174848WikidataQ29038440 ScholiaQ29038440MaRDI QIDQ1918145
Peter Stahlecker, Götz Trenkler
Publication date: 18 July 1996
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(95)00045-3
least squares estimatorproxiesproxy variablesdropping variablesmatrix mean square error criterionmatrix superiority
Related Items (4)
The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance ⋮ The role of proxy information in missing data analysis ⋮ PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables ⋮ PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables
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- A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
- Relative Asymptotic Bias from Errors of Omission and Measurement
- A Note on the Use of Proxy Variables
- Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
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