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Estimators of scale parameters in linear regression

✍ Scribed by H.L. Koul; V. Susarla


Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
201 KB
Volume
1
Category
Article
ISSN
0167-7152

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Testimation is considered in the problem of estimation of regmsion parameters. The first stage sample is used to test a (null) hypthesis that specifies initial @reassumed) values for some of the regression parameters. Linear combination of the preassumed values and the ordinary least square (OLS) es