Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound

DOI10.2307/1914047MaRDI QIDQ4098519zbMATHOpenAlexFDO

Authors George G. Judge, T. A. Yancey, M. E. Bock

Publication date 1973

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/9c5c7b2042f2e87b346b296a2fce366b1dbaef1e

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Cited in

(5)

• Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
• Model selection strategies for identifying most relevant covariates in homoscedastic linear models
• Component selection norms for principal components regression
• A note on comparing the unrestricted and restricted least-squares estimators

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