The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance
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Publication:451426
DOI10.1007/S00362-009-0220-1zbMath1247.62183OpenAlexW1997051944MaRDI QIDQ451426
Publication date: 23 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-009-0220-1
Related Items (2)
A note on the performance of biased estimators with autocorrelated errors ⋮ Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables
Cites Work
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- Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression
- MSE dominance of least squares with errors-of-observation
- Dropping variables versus use of proxy variables in linear regression
- PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
- The Use of Proxy Variables when One or Two Independent Variables are Measured with Error
- Relative Asymptotic Bias from Errors of Omission and Measurement
- A Note on the Use of Proxy Variables
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