Stein-rule estimator under inclusion of superfluous variables in linear regression models

DOI10.1080/03610929108830618zbMATH Open0900.62348OpenAlexW1993752461MaRDI QIDQ3135345FDOQ3135345

Authors:

Publication date: 17 October 1993

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830618

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Linear Statistical Inference and its Applications
• Title not available (Why is that?)
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A mean square error test when stochastic restrictions are used in regression

Cited In (3)

• A comparison between two competing fixed parameter constrained general linear models with new regressors
• Ordinary least squares and Stein-rule predictions in regression models under inclusion of some superfluous variables
• Statistical analysis of a linear regression model with restrictions and superfluous variables

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