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Improved Stein-rule estimator for regression problems

โœ Scribed by R.A.L. Carter


Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
481 KB
Volume
17
Category
Article
ISSN
0304-4076

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Improved Estimation in Measurement Error
โœ Shalabh ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 203 KB

This paper examines the role of Stein estimation in a linear ultrastructural form of the measurement errors model. It is demonstrated that the application of Stein rule estimation to the matrix of true values of regressors leads to the overcoming of the inconsistency of the least squares procedure a