Small sample performance of the Stein-rule in non-orthogonal designs

DOI10.1016/0165-1765(82)90067-2zbMATH Open1268.91142OpenAlexW2069184131MaRDI QIDQ356646FDOQ356646

Rod F. Ziemer, R. Carter Hill

Publication date: 26 July 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(82)90067-2

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss

Cited In (2)

• A comparison of stein-like procedures for estimating linear regression models with multicollinear data
• Improved prediction in the presence of multicollinearity

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