A Test of the Mean Square Error Criterion for Restrictions in Linear Regression

Cited In (59)

On ecological regression and ridge estimation
The power and robustness properties of tests for heteroskedasticity when the regressors are trended
MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers
Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”
A further theoretical result for generalized ridge regression estimators
Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
A test of the mean square error criterion for shrinkage estimators
The restricted least squares estimator and ridge regression
MSE-improvement of the least squares estimator by dropping variables
Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model
Component selection norms for principal components regression
MSE dominance of least squares with errors-of-observation
In-sample tests of predictive ability: a new approach
Superiority comparisons of heterogeneous linear estimators
Optimal critical regions for pre-test estimators using a Bayes risk criterion
Pre-test procedures and forecasting in the regression model under restrictions
Model selection strategies for identifying most relevant covariates in homoscedastic linear models
Some comments on estimation in regression after preliminary tests of significance
PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)
Principal components regression estimator and a test for the restrictions
Mean square error tests for restrictions in singular linear models
Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression
Mean square error matrix improvements and admissibility of linear estimators
Comparisons among regression estimators under the generalized mean square error criterion
On the admissibility of restricted least squares estimators
MODEL BUILDING AND DATA MINING
Missing regressor values under conditions of multicollinearity
The Restricted and Unrestricted Two-Parameter Estimators
A note on comparing the unrestricted and restricted least-squares estimators
PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?
Minimum mean square error estimation in linear regression
Computations for constrained linear models
The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators
Un test para la seleccion entre modelos de regresion lineal con o sin restricciones con fines predictivos
On comparing restricted least squares estimators
Estimation From Transformed Data Under the Linear Regression Model
Mean square error matrix comparisons of estimators in linear regression
Covariance adjustment in biased estimation
Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances
Fractional principal components regression: a general approach to biased estimators
Linear restrictions, rank reduction, and biased estimation in linear regression
On the Restricted Liu Estimator in the Gauss–Markov Model
Contamination in linear regression models and its influence on estimators
A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator
On least squares estimation with a particular linear function of the dependent variable
Superiority comparisons of homogeneous linear estimators
Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints
Pre-test estimation in the linear regression model with competing restrictions
Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
Dropping variables versus use of proxy variables in linear regression
Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators
Albert's theorem applied to problems of efficiency and MSE superiority
Does modeling a structural break improve forecast accuracy?
The relative efficiency of the restricted estimators in linear regression models
On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk
Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression
MSE bounds for estimators of matrix functions
The exact risks of some pre-test and stein-type regression estimators umder balanced loss
A test of the mean square error criterion for linear admissible estimators

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