Pre-testing in a mis-specified regression model
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Publication:3135526
DOI10.1080/03610929108830698zbMath0800.62364OpenAlexW1977005836MaRDI QIDQ3135526
Publication date: 11 October 1993
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/263000
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
Related Items (8)
Preliminary-test estimation in a dynamic linear model ⋮ Asymmetric risk of the Stein variance estimator under a misspecified linear regression model ⋮ Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model ⋮ Estimating the error variance after a pre-test for an inequality restriction on the coefficients ⋮ Pre-test estimation and design in the linear model ⋮ Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model ⋮ Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances ⋮ Exact distribution of a pre-test estimator for regression error variance when there are omitted variables.
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