A mean square error test when stochastic restrictions are used in regression

DOI10.1080/03610927408827175zbMath0297.62046OpenAlexW2045366899MaRDI QIDQ4051426

George G. Judge, Thomas A. Yancey, Mary Ellen Bock

Publication date: 1974

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927408827175

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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Application of Stein-type estimation in combining regression estimates from replicated experiments ⋮ Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression ⋮ Generalized mixed estimator for nonlinear models: a maximum likelihood approach ⋮ Robust designs based on auxiliary information ⋮ A test of the mean square error criterion for shrinkage estimators ⋮ Missing regressor values under conditions of multicollinearity ⋮ Improved estimation in measurement error models through Stein rule procedure ⋮ Stein-rule estimator under inclusion of superfluous variables in linear regression models

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