Mes performance of the minimum mean squared error estimators in a linear regression model when relevant regressors are omitted

DOI10.1080/00949659808811902MaRDI QIDQ4253296zbMATH OpenOpenAlexFDO

Authors Kazuhiro Ohtani

Publication date 17 July 2000

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659808811902

zbMATH Keywords

Stein-rule estimatorsminimum mean squared error estimatorsomitted regressors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 4076418 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• Comparison of operational variants of Best homogeneous and heterogeneous estimators in linear regression
• Estimation with quadratic loss.
• Exact small sample properties of an operational variant of the minimum mean squared error estimator
• Minimum mean square error estimation in linear regression
• On an adjustment of degrees of freedom in the minimim mean squared error ertimator
• On the minimum mean squared error estimators in a regression model
• Quasi minimax estimation in the linear regression model
• Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's
• The Minimum Mean Square Error Linear Estimator and Ridge Regression

Cited in

(8)

• A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model
• PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables
• PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted.
• PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
• MSE-improvement of the least squares estimator by dropping variables
• Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model
• PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion

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