Sensitivity of the restricted least squares estimator under misspecified restrictions and multicollinearity

zbMATH Open1282.62170MaRDI QIDQ3399102FDOQ3399102

Authors: Ingrid Kreuzmair, Helge Toutenburg 

Publication date: 29 September 2009

Full work available at URL: http://pphmj.com/abstract/3082.htm

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zbMATH Keywords

simulationmisspecificationmulticollinearitylinear restrictionsrestricted regression estimatormean squared error matrix superiority

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20)

Cited In (3)

• On the sensitivity of the restricted least squares estimators to covariance misspecification
• A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
• Comparisons among some estimators in misspecified linear models with multicollinearity

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