A Note on Regression when There is Extraneous Information about One of the Coefficients
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Publication:5823927
DOI10.2307/2281073zbMATH Open0052.15503OpenAlexW4255607367MaRDI QIDQ5823927FDOQ5823927
Authors: James Durbin
Publication date: 1953
Full work available at URL: https://doi.org/10.2307/2281073
Cited In (33)
- 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
- An alternative stochastic restricted Liu estimator in linear regression
- On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
- THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?
- A new ridge-type estimator in stochastic restricted linear regression
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
- The weighted ridge estimator in stochastic restricted linear measurement error models
- Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions
- Mixed Liu estimator in linear measurement error models
- A stochastic restricted ridge regression estimator
- 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
- Stochastic response restrictions
- A new stochastic mixed ridge estimator in linear regression model
- QML estimators in linear regression models with functional coefficient autoregressive processes
- 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
- A stochastic restricted principal components regression estimator in the linear model
- On a pooled estimator and its finite-sample moments
- Stochastic restricted estimation in partially linear additive errors-in-variables models
- On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
- Generalized approach to the problem of regression
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
- Stochastic restricted LASSO-type estimator in the linear regression model
- On the equivalence of pooled and mixed estimation
- 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
- Determinacy in the Linear Model: Gauss to Bose and Koopmans
- 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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