Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
โ Scribed by Jan R. Magnus; J. Durbin
- Book ID
- 108555916
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 58 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0012-9682
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
When prior estimates of regression coe cients along with their standard errors or their variance-covariance matrix are available, they can be incorporated into the estimation procedure through minimax linear and mixed regression approaches. It is demonstrated that the mixed regression approach provi
For the regression model \(y_{i}=x_{i}^{\prime} \xi+e_{i}, 1 \leqslant i \leqslant n\), with i.i.d. residuals \(\left\{e_{i}\right\}\), we introduce the estimator of \(\xi\) which zeros the weighted \(U\)-statistic \(\sum \sum q_{i j} K\left(\hat{e}_{i}, \hat{e}_{j}\right)\), where \(q_{i j}\) is a
In this paper properties of an estimator of the population mean on current occasion under successive sampling scheme, when various weights (9h.s) and regression coefficients (BA.h-1) are estimated for A ~2 , have been studied. Some empirical results on the estimation of the variance of an unbiased e