The bias of the least squares estimator over interval constraints
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Publication:899775
DOI10.1016/0165-1765(86)90007-8zbMath1328.62412OpenAlexW1995901748MaRDI QIDQ899775
Bradley Skarpness, Luis A. Escobar
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)90007-8
Related Items (5)
Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients ⋮ Bayesian estimator of the linear regression model with an interval constraint on coefficients ⋮ The non-optimality of interval restricted and pre-test estimators under squared error loss ⋮ Estimating the error variance after a pre-test for an interval restriction on the coefficients ⋮ Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses
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