The bias of the least squares estimator over interval constraints

DOI10.1016/0165-1765(86)90007-8zbMATH Open1328.62412OpenAlexW1995901748MaRDI QIDQ899775FDOQ899775

Authors: Luis A. Escobar, Bradley Skarpness 

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)90007-8

Recommendations

• Mean square error and efficiency of the least squares estimator over interval constraints
• On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms
• Bias of LS estimators in nonlinear regression models with constraints. I: General case.
• A comparison of interval constrained least squares and mixed regression estimators
• scientific article; zbMATH DE number 1089134

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• Title not available (Why is that?)
• M31. Least squares solutions over interval restrictions

Cited In (13)

• Title not available (Why is that?)
• Mean square error and efficiency of the least squares estimator over interval constraints
• Bayesian estimator of the linear regression model with an interval constraint on coefficients
• Regressor and disturbance have moments of all orders, least squares estimator has none
• Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses
• Inequality restricted estimator for gamma regression: Bayesian approach as a solution to the multicollinearity
• Study of a bias-free least squares parameter estimator
• A comparison of interval constrained least squares and mixed regression estimators
• Results on the bias and inconsistency of ordinary least squares for the linear probability model
• Estimating the error variance after a pre-test for an interval restriction on the coefficients
• Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients
• Constrained Least Squares Interval Estimation
• The non-optimality of interval restricted and pre-test estimators under squared error loss

This page was built for publication: The bias of the least squares estimator over interval constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899775)