Multicollinearity and the Mean Square Error of Alternative Estimators

DOI10.2307/1913493zbMath0277.62048OpenAlexW2003303541MaRDI QIDQ4403596

Martin Feldstein

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913493

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (6)

Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators ⋮ Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence ⋮ Optimal critical regions for pre-test estimators using a Bayes risk criterion ⋮ Weighted estimators in regression with multicollinearity ⋮ Assessing Influence on the Liu Estimates in Linear Regression Models ⋮ Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors

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