𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Note on Comparing Stochastically Restricted Linear Estimators in a Regression Model

✍ Scribed by Prof. Dr. Götz Trenkler

Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
188 KB
Volume
35
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Comparing Stochastically Restricted Line
Comparing Stochastically Restricted Linear Estimators in a Regression Model
✍ Dr. Erkki P. Liski 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 202 KB 👁 1 views

Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast

Estimation of a Conditional Mean in a Li
Estimation of a Conditional Mean in a Linear Regression Model after a Preliminary Test on Regression Coefficient
✍ Dinesh S. Bhoj; Mohammad Ahsanullah 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 449 KB 👁 1 views

## Abstract Consider the two linear regression models of __Y__~__ij__~ on __X__~__ij__~, namely __Y__~__ij__~ = β~__io__~ + β~__ij__~, __X__~__ij__~ + __E__~__ij__~ = 1, 2,…, __n__~__i__~, __i__ = 1, 2, where __E__~__ij__~ are assumed to be normally distributed with zero mean and common unknown var

A Note on Maximum Likelihood Ratio Test
A Note on Maximum Likelihood Ratio Test of No Outliers in Regression Models
✍ Prof. S. R. Paul 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 180 KB 👁 1 views

A derivation of the maximum likelihood ratio test for testing no outliere in regreeeion models h given ueing the method of WETEXEILL (1981, pp. 106-107) for estimating the regreeeion parsmetere. This method h eseentially eimilar to the one outlined in B a s m and Lmwm (1978, p. 283), although by our