MSE-improvement of the least squares estimator by dropping variables (Q685762)
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scientific article; zbMATH DE number 425402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MSE-improvement of the least squares estimator by dropping variables |
scientific article; zbMATH DE number 425402 |
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MSE-improvement of the least squares estimator by dropping variables (English)
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18 October 1993
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mean squared error superiority
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variance of the least squares estimator
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mean squared error-matrix criterion
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dropping variables
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mean shift model
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reduced model
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full model
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uniformly most powerful \(F\)-statistic
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