Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression
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Publication:3473055
DOI10.1080/03610928808829869zbMath0696.62081OpenAlexW2019290922MaRDI QIDQ3473055
Publication date: 1988
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928808829869
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Cites Work
- The sampling performance of pre-test estimators of the scale parameter under squared error loss
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- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Investment Demand: An Empirical Contribution to the Aggregation Problem
- A mean square error test when stochastic restrictions are used in regression
- On the Use of a Regret Function to Set Significance Points in Prior Tests of Estimation
- Optimal Critical Values for Pre-Testing in Regression
- Some sampling properties of the two-stage test in a linear regression with a proxy variable
- Minimax Regret Significance Points for a Preliminary Test in Regression Analysis
- A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
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