Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables (Q4695799)
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scientific article; zbMATH DE number 219866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables |
scientific article; zbMATH DE number 219866 |
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Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables (English)
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29 June 1993
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misspecification
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stochastic proxy variable
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ordinary least squares
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Stein-rule estimation procedures
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Stein-rule predictions
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