Estimation of a regression coefficient after two preliminary tests of significance

DOI10.1007/BF01893486zbMath0424.62048MaRDI QIDQ1135072

N. D. Shukla

Publication date: 1979

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175784

zbMATH Keywords

mean squared errorbiasestimation of regression coefficientpreliminary tests of significance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (3)

Risk behavior of a pre-test estimator for normal variance with the Stein- type estimator ⋮ Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance ⋮ Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity

Cites Work

• Pooling of regression coefficients when conditional variances are unknown
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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