Preliminary-test estimation of the standard error of estimate in linear regression

DOI10.1016/0165-1765(90)90176-2MaRDI QIDQ751126zbMATH OpenOpenAlexFDO

Authors Judith A. Clarke

Publication date 1990

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(90)90176-2

zbMATH Keywords

estimation of the standard error of estimatefinite-sample expressionpre-test estimatorspreliminary test of restrictions

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05)

Recommendations

• Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
• Estimating the error variance after a pre-test for an inequality restriction on the coefficients
• Preliminary-test estimation in mis-specified regressions
• Preliminary-test estimation of the scale parameter in a mis-specified regression model
• Optimal pre-test estimators in regression

Cites work

• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
• Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
• Preliminary-test estimation of the scale parameter in a mis-specified regression model
• Tables of the Power of the F-Test
• Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance
• The sampling performance of pre-test estimators of the scale parameter under squared error loss

Cited in

(16)

• Stein-type improved estimation of standard error under asymmetric LINEX loss function
• Preliminary test estimators of the parameters of simple linear model with measurement error
• Preliminary test estimation in system regression models in view of asymmetry
• Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
• A bootstrap theorem for a preliminary test estimator
• Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances
• The exact distribution of a least squares regression coefficient estimator after a preliminary \(t\)-test
• Preliminary-test estimation in mis-specified regressions
• Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
• On the admissibility and inadmissibility of estimators of scale parameters using an asymmetric loss function
• scientific article; zbMATH DE number 3921725 (Why is no real title available?)
• Estimating the error variance after a pre-test for an interval restriction on the coefficients
• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
• On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk
• Estimating the error variance after a pre-test for an inequality restriction on the coefficients
• Pre-test estimation under squared error loss

This page was built for publication: Preliminary-test estimation of the standard error of estimate in linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q751126)