Pages that link to "Item:Q4530946"
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The following pages link to Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest (Q4530946):
Displaying 31 items.
- The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances (Q394450) (← links)
- Frequentist model averaging estimation: a review (Q473054) (← links)
- Consistency of model averaging estimators (Q500555) (← links)
- On the sensitivity of pre-test estimators to covariance misspecification (Q710783) (← links)
- Regression with imputed covariates: a generalized missing-indicator approach (Q737915) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors (Q997251) (← links)
- Best subset binary prediction (Q1668571) (← links)
- On equivalence of predictors/estimators under a multivariate general linear model with augmentation (Q1674046) (← links)
- Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
- Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
- Optimal pre-test estimators in regression (Q1858964) (← links)
- On weighted estimation in linear regression in the presence of parameter uncertainty (Q1934824) (← links)
- Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
- Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← links)
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects (Q2227062) (← links)
- Model averaging estimation of generalized linear models with imputed covariates (Q2343756) (← links)
- On the harm that ignoring pretesting can cause (Q2439088) (← links)
- A characterization of Bayesian robustness for a normal location parameter (Q2439269) (← links)
- A comparison of two model averaging techniques with an application to growth empirics (Q2630157) (← links)
- Statistical analysis of a linear regression model with restrictions and superfluous variables (Q2691310) (← links)
- Estimation of the mean of a univariate normal distribution when the variance is not known (Q3367404) (← links)
- ADDING REGRESSORS TO OBTAIN EFFICIENCY (Q3551025) (← links)
- Estimation of the mean of a univariate normal distribution with known variance (Q4551781) (← links)
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
- A comparison between two competing fixed parameter constrained general linear models with new regressors (Q4579983) (← links)
- Further results on optimal critical values of pre‐test when estimating the regression error variance (Q5469923) (← links)
- Weighted-Average Least Squares Prediction (Q5863646) (← links)
- Shrinkage efficiency bounds: An extension (Q6571735) (← links)
