Mixed regression estimator under misspecification

DOI10.1016/0165-1765(86)90115-1zbMATH Open1328.62621OpenAlexW2007777550MaRDI QIDQ899790FDOQ899790

Krishna Kadiyala

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)90115-1

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Weaker Criteria and Tests for Linear Restrictions in Regression
• Specification Errors and the Estimation of Economic Relationships
• A Comparison of Traditional and Stein-Rule Estimators under Weighted Squared Error Loss
• Optimal Critical Values for Pre-Testing in Regression

Cited In (15)

• Title not available (Why is that?)
• Performance of the principal component two-parameter estimator in misspecified linear regression model
• MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers
• Mixed data sampling (MIDAS) regression models
• A comparison between two competing fixed parameter constrained general linear models with new regressors
• Mean square error matrix superiority of empirical Bayes estimators under misspecification
• Title not available (Why is that?)
• Stochastic restricted biased estimators in misspecified regression model with incomplete prior information
• Mean square error matrix superiority of estimators under linear restrictions and misspecification
• THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS
• r-d Class Estimator Under Misspecification
• Superiority of the r-k class estimator over some estimators in a misspecified linear model
• Statistical analysis of a linear regression model with restrictions and superfluous variables
• Mixed regression estimator under inclusion of some superfluous variables
• Further remarks on constrained over-parameterized linear models

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