The following pages link to Lee C. Adkins (Q902658):
Displaying 7 items.
- Risk characteristics of a Stein-like estimator for the probit regression model (Q902659) (← links)
- Finite sample moments of a bootstrap estimator of the james-stein rule (Q4031296) (← links)
- Prior information in regression: to choose or not to choose? (Q4355611) (← links)
- Testing parameter significance in instrumental variables probit estimators: some simulation (Q4925426) (← links)
- The Hausman Test, and Some Alternatives, with Heteroskedastic Data (Q5133594) (← links)
- Monte Carlo Experiments Using Stata: A Primer with Examples (Q5133615) (← links)
- Small sample performance of jackknife confidence intervals for the james-stein estimator (Q5750138) (← links)
