Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound
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Publication:4098519
DOI10.2307/1914047zbMATH Open0332.62051OpenAlexW1999984777MaRDI QIDQ4098519FDOQ4098519
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
Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)
Cited In (5)
- Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
- Component selection norms for principal components regression
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models
- A note on comparing the unrestricted and restricted least-squares estimators
- Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances
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