Mixed regression estimator under misspecification

DOI10.1016/0165-1765(86)90115-1MaRDI QIDQ899790zbMATH OpenOpenAlexFDO

Authors 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

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 4184769
• Mixed regression estimator under inclusion of some superfluous variables
• Mean square error matrix superiority of estimators under linear restrictions and misspecification
• MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers
• scientific article; zbMATH DE number 987435

Cites work

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

Cited in

(15)

• scientific article; zbMATH DE number 4184769 (Why is no real title available?)
• 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
• Stochastic restricted biased estimators in misspecified regression model with incomplete prior information
• scientific article; zbMATH DE number 2147803 (Why is no real title available?)
• r-d class estimator under misspecification
• Mean square error matrix superiority of estimators under linear restrictions and misspecification
• THE SMALL SAMPLE PROPERTIES OF THE PRINCIPAL COMPONENTS ESTIMATOR FOR REGRESSION COEFFICIENTS
• 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

This page was built for publication: Mixed regression estimator under misspecification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899790)