Stein-rule least squares estimation: A heuristic for fallible data

DOI10.1016/0165-1765(86)90162-XMaRDI QIDQ899740zbMATH OpenOpenAlexFDO

Authors T. D. Stanley

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(86)90162-x

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• scientific article; zbMATH DE number 3297790 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• A Stein-rule method for pooling data
• Distribution of a generalized \(t\) ratio
• Estimation with quadratic loss.
• Least Squares and Grouping Method Estimators in the Errors in Variables Model
• Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables model with application to Friedman's permanent income model
• The statistical theory of stepped-up reliability coefficients when a test has been divided into several equivalent parts

Cited in

(4)

• Improved estimation in multiple linear regression models with measurement error and general constraint
• Improved estimation in measurement error models through Stein rule procedure
• The informational gain from Stein and hierarchial Stein estimators
• Improved estimation of regression parameters in measurement error models

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