Pre-testing in a mis-specified regression model

DOI10.1080/03610929108830698zbMATH Open0800.62364OpenAlexW1977005836MaRDI QIDQ3135526FDOQ3135526

Authors: Judith A. Giles 

Publication date: 11 October 1993

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

Full work available at URL: http://ageconsearch.umn.edu/record/263000

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cited In (8)

• Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
• Asymmetric risk of the Stein variance estimator under a misspecified linear regression model
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
• Preliminary-test estimation in a dynamic linear model
• Exact distribution of a pre-test estimator for regression error variance when there are omitted variables.
• Pre-test estimation and design in the linear model
• Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
• Estimating the error variance after a pre-test for an inequality restriction on the coefficients

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