On weighted estimation in linear regression in the presence of parameter uncertainty

DOI10.1016/J.ECONLET.2007.10.006MaRDI QIDQ1934824zbMATH OpenOpenAlexFDO

Authors Judith A. Clarke

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2007.10.006

zbMATH Keywords

linear restrictionsmean squared error

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
• Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
• Estimation of the mean of a univariate normal distribution when the variance is not known
• Estimation of the mean of a univariate normal distribution with known variance
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
• On the harm that ignoring pretesting can cause
• The traditional pretest estimator

Cited in

(3)

• Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
• Weighted least squares estimators in possibly misspecified nonlinear regression
• Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model

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