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Preliminary-test estimation of the scale parameter in a mis-specified regression model

โœ Scribed by David E.A. Giles; Judith A. Clarke

Book ID
116100809
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
254 KB
Volume
30
Category
Article
ISSN
0165-1765

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