STEIN-RULE ESTIMATOR UNDER INCLUSION OF SUPERFLUOUS VARIABLES IN LINEAR-REGRESSION MODELS

DUBE, M and SRIVASTAVA, VK and TOUTENBURG, H and WIJEKOON, P (1991) STEIN-RULE ESTIMATOR UNDER INCLUSION OF SUPERFLUOUS VARIABLES IN LINEAR-REGRESSION MODELS. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 20 (7). pp. 2009-2022. ISSN 0361-0926,

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Abstract

Stein-rule estimation is a well-known method to improve the unbiased OLSE in the sense of smaller Mean-Square-Error. The paper is investigating the behaviour of this efficiency relation in case of misspecification of the linear model caused by inclusion of superfluous variables.

Item Type: Article
Uncontrolled Keywords: ; REGRESSION; STEIN-RULE ESTIMATION; MSE-SUPERIORITY
Depositing User: Dr. Gernot Deinzer
Last Modified: 19 Oct 2022 08:46
URI: https://pred.uni-regensburg.de/id/eprint/55121

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