On comparing restricted least squares estimators

DOI10.1016/0304-4076(81)90102-0zbMath0462.62048OpenAlexW2044055527MaRDI QIDQ1152924

David K. Guilkey, J. Michael Price

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90102-0

zbMATH Keywords

comparing restricted least squares estimatorsgeneralized mean square error criterion

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (11)

Pre-test estimation in the linear regression model with competing restrictions ⋮ Application of Stein-type estimation in combining regression estimates from replicated experiments ⋮ Mean square error matrix comparisons of estimators in linear regression ⋮ SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS ⋮ Contamination in linear regression models and its influence on estimators ⋮ On least squares estimation with a particular linear function of the dependent variable ⋮ Superiority comparisons of heterogeneous linear estimators ⋮ Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function ⋮ A new look at the relationship between time-series and structural econometric models ⋮ Improved estimation in measurement error models through Stein rule procedure ⋮ Comparisons among regression estimators under the generalized mean square error criterion

Cites Work

• The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators
• PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)
• The Treatment of Linear Restrictions in Regression Analysis
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression

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