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
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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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