Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach
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Publication:1285729
DOI10.1016/S0165-1765(99)00019-1zbMath0917.90060WikidataQ127236397 ScholiaQ127236397MaRDI QIDQ1285729
Publication date: 28 April 1999
Published in: Economics Letters (Search for Journal in Brave)
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (7)
MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator ⋮ The Exact General Formulas for the Moments of a Ridge Regression Estimator when the Regression Error Terms Follow a MultivariatetDistribution ⋮ Small sample properties of a ridge regression estimator when there exist omitted variables ⋮ Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated ⋮ Finite sample properties of an HPT estimator when each individual regression coefficient is estimated in a misspecified linear regression model ⋮ MSE performance and minimax regret significance points for a HPT estimator under a multivariate t error distribution ⋮ MSE Performance and Minimax Regret Significance Points for a HPT Estimator when each Individual Regression Coefficient is Estimated
Cites Work
- Exact moments of lawless and wang's operational ridge regression estimator
- Finite Sample Properties of Ridge Estimators
- Regression analysis and problems of multicollinearity
- Distribution and density functions of the feasible generalized ridge regression estimator
- Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
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