Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables

DOI10.1080/03610926.2011.593287zbMath1294.62159OpenAlexW2123131150MaRDI QIDQ4929206

Güzin Yüksel, Deniz Ünal

Publication date: 13 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.593287

zbMATH Keywords

Stein-rule estimatorPitman nearness criterionproxy variableiterative Stein-rule estimator

Mathematics Subject Classification ID

Cites Work

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• The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance
• Pitman closeness for Stein-rule estimators of regression coefficients
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• Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
• MSE dominance of least squares with errors-of-observation
• Pitman nearness comparisons of Stein-type estimators for regression coefficients in replicated experiments
• PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
• Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models
• A Comparison of james–sten regression with least squares in the pitman nearness sense
• Performance of the 2SHI estimator under the generalised pitman nearness criterion
• Pitman Nearness Comparison of the Traditional Estimator of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models
• Relative Asymptotic Bias from Errors of Omission and Measurement
• A Note on the Use of Proxy Variables

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