On the asymptotic bias and mean squared error of an improved estimator for coefficients in linear regression

DOI10.1016/0165-1765(86)90058-3zbMath1328.62420OpenAlexW1980411324MaRDI QIDQ899821

Balakrishna S. Hosmane

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)90058-3

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Some conditions for optimality of the almost unbiased estimators of regression coefficients

Cites Work

• A class of almost unbiased and efficient estimators of regression coefficients
• Improved likelihood ratio tests and pearson chi-square tests for independence in two dimensional contingency tables
• Double k-Class Estimators of Coefficients in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Comparison of k-Class Estimators When the Disturbances Are Small
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