Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables

DOI10.1007/BF02925525zbMath0767.62057OpenAlexW1983857433MaRDI QIDQ4695799

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Publication date: 29 June 1993

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925525

zbMATH Keywords

ordinary least squaresmisspecificationStein-rule estimation proceduresStein-rule predictionsstochastic proxy variable

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Ordinary least squares and Stein-rule predictions in regression models under inclusion of some superfluous variables

Cites Work

• Unnamed Item
• A note on the use of a proxy variable in testing hypothesis
• MSE dominance of least squares with errors-of-observation
• Some sampling properties of the two-stage test in a linear regression with a proxy variable
• Specification Error Analysis with Stochastic Regressors
• Relative Asymptotic Bias from Errors of Omission and Measurement
• A Note on the Use of Proxy Variables

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