Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion.

This paper condiders an extension of Tran Van Hoa's family of 2SHI (two stage hierarchical information) estimators for the coefficient vector of a linear regression model and derives the conditions for the dominance of 2SHI estimator over the OLS and Stein rule estimators under a Generalised Pitman Nearness (GPN) criterion when the disturbance variable is small.

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Year of publication:	1999
Authors:	Hoa, Tran Van ; Chaturvedi, A.
Institutions:	School of Accounting, Economics, and Finance, University of Wollongong
Subject:	ESTIMATOR \| ECONOMETRICS \| REGRESSION ANALYSIS

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Extent:	application/pdf
Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	11 pages
Classification:	C13 - Estimation ; C20 - Econometric Methods: Single Equation Models. General ; C00 - Mathematical and Quantitative Methods. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005730558