Stein-rule least squares estimation: A heuristic for fallible data

DOI10.1016/0165-1765(86)90162-XzbMath1328.62465OpenAlexW1527978826MaRDI QIDQ899740

T. D. Stanley

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90162-x

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (4)

The informational gain from Stein and hierarchial Stein estimators ⋮ Improved estimation in multiple linear regression models with measurement error and general constraint ⋮ Improved estimation in measurement error models through Stein rule procedure ⋮ Improved estimation of regression parameters in measurement error models

Cites Work

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• A Stein-rule method for pooling data
• Distribution of a generalized \(t\) ratio
• Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables model with application to Friedman's permanent income model
• The statistical theory of stepped-up reliability coefficients when a test has been divided into several equivalent parts
• Least Squares and Grouping Method Estimators in the Errors in Variables Model

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