Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors

DOI10.1016/J.SPL.2006.11.019zbMath1373.62367OpenAlexW1972560765MaRDI QIDQ997251

Xiaoyong Wu, Alan T. K. Wan, Ti Chen, Guo Hua Zou

Publication date: 23 July 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.11.019

zbMATH Keywords

weighted estimatorsasymptotic risknon-normal errors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (6)

Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances ⋮ On weighted estimation in linear regression in the presence of parameter uncertainty ⋮ Frequentist model averaging estimation: a review ⋮ Weighted-average least squares estimation of generalized linear models ⋮ Shrinkage estimation in general linear models ⋮ On the sensitivity of pre-test estimators to covariance misspecification

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• Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
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