scientific article; zbMATH DE number 3998981

zbMATH Open0616.62034MaRDI QIDQ4725495FDOQ4725495

Authors: Kazuhiro Ohtani 

Publication date: 1987

Title of this publication is not available (Why is that?)

Recommendations

• Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
• Preliminary-test estimation in mis-specified regressions
• Exact distribution of a pre-test estimator for regression error variance when there are omitted variables.
• Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model
• THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL

zbMATH Keywords

OLS estimatorspecification errorpre-test estimatordisturbance variance

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

Cited In (2)

• Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
• Title not available (Why is that?)

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