On the Use of Incomplete Prior Information in Regression Analysis

DOI10.2307/2283275zbMATH Open0129.11401OpenAlexW4256094775MaRDI QIDQ5337642FDOQ5337642

Authors: Henri Theil 

Publication date: 1963

Full work available at URL: https://doi.org/10.2307/2283275

zbMATH Keywords

statistics

Cited In (74)

• A derivation of the Black-Litterman formula and its symmetry property
• A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model
• An alternative stochastic restricted Liu estimator in linear regression
• Estimation of structural equation models with exact and stochastic prior information
• On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
• Combining multiple time series predictors: A useful inferential procedure
• A Comparison of Mixed and Ridge Estimators of Linear Models
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)
• On the compatibility of sample and prior information in the mixed regression model
• Comparing generalized mixed estimators with respect to covariance matrix in a linear regression model
• LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
• A New Two-Parameter Estimator in Linear Regression
• Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness
• A new ridge-type estimator in stochastic restricted linear regression
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
• Bounding posterior means by model criticism
• Highest predictive density estimator in regression models
• The weighted ridge estimator in stochastic restricted linear measurement error models
• Analytical uses of Kalman filtering in econometrics — A survey
• Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions
• Once more: optimal experimental design for regression models (with discussion)
• Two kinds of weighted biased estimators in stochastic restricted regression model
• Mixed Liu estimator in linear measurement error models
• Estimation in Singular Linear Models with Stochastic Linear Restrictions
• Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
• The reconstruction of index data in aggregative econometric models
• Robust estimation in restricted linear regression
• Stochastic response restrictions
• Influence measures in affine combination type regression
• A new stochastic mixed ridge estimator in linear regression model
• Improvement of the Liu Estimator in Weighted Mixed Regression
• Stein-type improvement under stochastic constraints: use of multivariate Student-\(t\) model in regression
• Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
• Constrained \(l_ 1\) estimation via geometric programming
• Linear equality constraints in the general linear mixed model
• A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
• Mixed Lasso estimator for stochastic restricted regression models
• Recursive estimation in econometrics
• Using a priori information in regression analysis
• Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
• Linear restrictions, rank reduction, and biased estimation in linear regression
• Estimation of covariance components for random-walk regression parameters
• A stochastic restricted principal components regression estimator in the linear model
• On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
• On a pooled estimator and its finite-sample moments
• On the use of some extraneous information in the estimation of the coefficients of regression
• Stochastic restricted estimation in partially linear additive errors-in-variables models
• On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
• Robustness of theil's mixed regression estimators
• Exact and stochastic nonlinear constrained estimation in the conditional poisson log-linear model
• General instrumental variables estimation under stochastic linear restrictions
• Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
• The stochastic restricted ridge estimator in generalized linear models
• On the equivalence of pooled and mixed estimation
• Properties of the mixed regression estimator when disturbances are not necessarily normal
• Time series smoothing by penalized least squares
• Performance of some stochastic restricted ridge estimator in linear regression model
• On the estimation of generalized linear probability model involving discrete random variables
• THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
• A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties
• Mixed regression estimator under inclusion of some superfluous variables
• Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression
• A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models
• A new stochastic restricted Liu-type estimator in linear regression model
• Detection of outliers and influential observations in regression analysis using stochastic prior information
• MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers
• On ridge parameter estimators under stochastic subspace hypothesis
• An Iterative Linear Prediction Method
• Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness
• Factor analysis regression
• BAYESIAN ESTIMATION OF T–G RIDGE MODEL
• A new stochastic mixed Liu estimator in linear regression model
• Diagnostic measures for the restricted Liu estimator in linear measurement error models

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