Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model
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Cites work
- Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
- Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
- Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach
- MSE performance of a heterogeneous pre-test estimator
- Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted
- Minimax Regret Significance Points for a Preliminary Test in Regression Analysis
- On an adjustment of degrees of freedom in the minimim mean squared error ertimator
- Optimal Critical Values for Pre-Testing in Regression
- PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
- Pre-test double \(k\)-class estimators in linear regression
- Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
- Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated
- The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
Cited in
(4)- MSE performance and minimax regret significance points for a HPT estimator when each individual regression coefficient is estimated
- MSE performance of a heterogeneous pre-test ridge regression estimator
- A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model
- MSE performance of the weighted average estimators consisting of shrinkage estimators when each individual regression coefficient is estimated
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