scientific article; zbMATH DE number 3998981

MaRDI QIDQ4725495zbMATH OpenFDO

Authors Kazuhiro Ohtani

Publication date 1987

zbMATH Keywords

disturbance varianceOLS estimatorpre-test estimatorspecification error

Mathematics Subject Classification ID

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

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

Cited in

(3)

• Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
• The small sample properties of \(R^ 2\) in a misspecified regression model with stochastic regressors
• scientific article; zbMATH DE number 4062400 (Why is no real title available?)

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