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The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem

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Publication:5592782
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DOI10.2307/1402143zbMath0196.22206OpenAlexW2802026338MaRDI QIDQ5592782

P. A. V. B. Swamy, Jatinder S. Mehta

Publication date: 1970

Published in: Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1402143

zbMATH Keywords

statistics


Mathematics Subject Classification ID

Linear inference, regression (62J99)


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A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties, A modified generalized mixed regression estimator when disturbances are nonnormal, A synthesis of stein-rule and mixed regression procedures inlinear regression models under non-normality, Robustness of theil's mixed regression estimators, Two methods of evaluating hoerl and kennard's ridge regression, Estimation of common coefficients in two regression equations



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