The sampling performance of pre-test estimators of the scale parameter under squared error loss

DOI10.1016/0165-1765(83)90132-5zbMath1273.62171OpenAlexW2005110674WikidataQ127176918 ScholiaQ127176918MaRDI QIDQ374814

David M. Mandy, Thomas A. Yancey, George G. Judge

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90132-5

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)

Related Items (9)

Estimating the error variance in regression after a preliminary test of restrictions on the coefficients ⋮ Estimation of the scale parameter after a pre-test for homogeneity in a mis-specified regression model ⋮ Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression ⋮ Improved estimation of the disturbance variance in a linear regression model ⋮ Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance ⋮ Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances ⋮ Preliminary-test estimation of the standard error of estimate in linear regression ⋮ Some sampling properties of the two-stage test in a linear regression with a proxy variable ⋮ On pooling disturbance variances when the goal is testing restrictions on regression coefficients

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