A new property of Stein procedure in measurement error model

Stein-rule procedure is a known technique for yielding biased but efficient estimators of parameters. This article demonstrates that it can be utilized for overcoming the inconsistency of least squares estimators in measurement error models and therefrom providing a class of consistent estimators.

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Year of publication:	1997
Authors:	Srivastava, Anil K. ; Shalabh
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 32.1997, 3, p. 231-234
Publisher:	Elsevier
Subject:	Inconsistency Measurement errors Stein procedure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137961