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Pseudo-minimax linear and mixed regression estimation of regression coefficients when prior estimates are available

โœ Scribed by H. Shalabh; H. Toutenburg

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
170 KB
Volume
63
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

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 provides more e cient estimators, at least asymptotically, in comparison to the minimax linear approach with respect to the criterion of variance-covariance matrix.

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