Exact distribution of a pre-test estimator for regression error variance when there are omitted variables. (Q1871321)
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scientific article; zbMATH DE number 1906990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact distribution of a pre-test estimator for regression error variance when there are omitted variables. |
scientific article; zbMATH DE number 1906990 |
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Exact distribution of a pre-test estimator for regression error variance when there are omitted variables. (English)
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7 May 2003
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MSE dominance
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Pre-test
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Specification error
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Stein variance estimator
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0.9123048
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0.8887694
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0.86393553
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0.86381537
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