Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
From MaRDI portal
Publication:4530946
DOI10.1111/1468-0262.00040zbMath1056.62525OpenAlexW2152267470MaRDI QIDQ4530946
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00040
Related Items (31)
A comparison of two model averaging techniques with an application to growth empirics ⋮ Estimation of the mean of a univariate normal distribution with known variance ⋮ PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? ⋮ Best subset binary prediction ⋮ Sampling properties of the Bayesian posterior mean with an application to WALS estimation ⋮ On equivalence of predictors/estimators under a multivariate general linear model with augmentation ⋮ A comparison between two competing fixed parameter constrained general linear models with new regressors ⋮ Robust linear static panel data models using \(\varepsilon\)-contamination ⋮ Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances ⋮ On weighted estimation in linear regression in the presence of parameter uncertainty ⋮ Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market ⋮ A Scalable Frequentist Model Averaging Method ⋮ Statistical analysis of a linear regression model with restrictions and superfluous variables ⋮ Model averaging for varying-coefficient partially linear measurement error models ⋮ On the harm that ignoring pretesting can cause ⋮ A characterization of Bayesian robustness for a normal location parameter ⋮ Frequentist model averaging estimation: a review ⋮ Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects ⋮ ADDING REGRESSORS TO OBTAIN EFFICIENCY ⋮ Consistency of model averaging estimators ⋮ Weighted-average least squares estimation of generalized linear models ⋮ On the sensitivity of pre-test estimators to covariance misspecification ⋮ Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors ⋮ Estimation of the mean of a univariate normal distribution when the variance is not known ⋮ Regression with imputed covariates: a generalized missing-indicator approach ⋮ Variable selection In regression models using global sensitivity analysis ⋮ Further results on optimal critical values of pre‐test when estimating the regression error variance ⋮ Model averaging estimation of generalized linear models with imputed covariates ⋮ Weighted-Average Least Squares Prediction ⋮ Optimal pre-test estimators in regression ⋮ The focused information criterion for varying-coefficient partially linear measurement error models
This page was built for publication: Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
