On the Use of Incomplete Prior Information in Regression Analysis

Cited in

(74)

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

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