PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
From MaRDI portal
Publication:4807324
DOI10.1017/S0266466602185033zbMath1033.62062OpenAlexW2047680666MaRDI QIDQ4807324
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466602185033
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (12)
Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion ⋮ PMSE performance of two different types of preliminary test estimators under a multivariate t error term ⋮ PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. ⋮ Performance of preliminary test estimators for error variance based on W, LR and LM tests ⋮ Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors ⋮ Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors ⋮ PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables ⋮ 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 ⋮ Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model ⋮ Robustness of Stein-type estimators under a non-scalar error covariance structure ⋮ Risk comparison of improved estimators in a linear regression model with multivariate \(t\) errors under balanced loss function
This page was built for publication: PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
