Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients

DOI10.1007/BF02925376zbMath0888.62028OpenAlexW1978342898MaRDI QIDQ1381188

William E. Griffiths, Alan T. K. Wan

Publication date: 17 March 1998

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925376

zbMATH Keywords

Bayesian interval pre-test estimatorinterval constrained normal linear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Bayesian inference (62F15)

Related Items (2)

Estimating the error variance after a pre-test for an interval restriction on the coefficients ⋮ Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure

Cites Work

• The bias of the least squares estimator over interval constraints
• Bayesian estimator of the linear regression model with an interval constraint on coefficients
• Mean square error and efficiency of the least squares estimator over interval constraints
• Bayesian Analysis of the Linear Model Subject to Linear Inequality Constraints
• The non-optimality of interval restricted and pre-test estimators under squared error loss
• A comparison of interval constrained least squares and mixed regression estimators
• THE OPTIMAL CRITICAL VALUE OF A PRE‐TEST FOR AN INEQUALITY RESTRICTION IN A MIS‐SPECIFIED REGRESSION MODEL

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