The sampling performance of pre-test estimators of the scale parameter under squared error loss

DOI10.1016/0165-1765(83)90132-5MaRDI QIDQ374814zbMATH OpenOpenAlexWikidataFDO

Authors T. A. Yancey, George G. Judge, D. M. Mandy

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(83)90132-5

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)

Cited in

(12)

• Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
• On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost
• Improved estimation of the disturbance variance in a linear regression model
• Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
• MSE performance of a heterogeneous pre-test estimator
• On pooling disturbance variances when the goal is testing restrictions on regression coefficients
• Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression
• Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance
• Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
• Some sampling properties of the two-stage test in a linear regression with a proxy variable
• THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL
• Preliminary-test estimation of the standard error of estimate in linear regression

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