Search Results - subject:"Mean Squared Error"

On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty

Clarke, Judith A. - Department of Economics, University of Victoria - 2007

We consider estimating the linear regression model’s coefficients when there is uncertainty about coefficient restrictions. Theorems establish that the mean squared errors of combination estimators, formed as weighted averages of the ordinary least squares and one or more restricted least...

Persistent link: https://www.econbiz.de/10005750321

Simulation based selection of competing structural econometric models

Li, Tong - 2006

procedure is based on a novel lack-of-fit criterion, namely, the simulated mean squared error of predictions (SMSEP), taking …

Persistent link: https://www.econbiz.de/10010318558

Mean-squared-error Calculations for Average Treatment Effects

Imbens, Guido W.; Newey, Whitney; Ridder, Geert - Institute of Economic Policy Research (IEPR), … - 2006

the mean squared error (MSE). The new estimator is linear in the first-stage nonparametric estimator. This simplifies the …

Persistent link: https://www.econbiz.de/10005537358

An assessment of empirical Bayes and composite estimators for small areas

Longford, Nicholas - Department of Economics and Business, Universitat … - 2006

We compare a set of empirical Bayes and composite estimators of the population means of the districts (small areas) of a country, and show that the natural modelling strategy of searching for a well fitting empirical Bayes model and using it for estimation of the area-level means can be inefficient.

Persistent link: https://www.econbiz.de/10005572595

Simulation based selection of competing structural econometric models

Li, Tong - Centre for Microdata Methods and Practice (CEMMAP) - 2006

procedure is based on a novel lack-of-fit criterion, namely, the simulated mean squared error of predictions (SMSEP), taking … struc- tural econometric models. The procedure is based on a novel lack-of- t criterion, namely, the simulated mean squared … squared error of predictions. Department of Economics, Vanderbilt University, VU Station B #351819, Nashville, TN 37235 …

Persistent link: https://www.econbiz.de/10005811466

Improving small area estimation by combining surveys: new perspectives in regional statistics

Satorra, Albert; Ventura, Eva; Costa, Alex - Department of Economics and Business, Universitat … - 2006

A national survey designed for estimating a specific population quantity is sometimes used for estimation of this quantity also for a small area, such as a province. Budget constraints do not allow a greater sample size for the small area, and so other means of improving estimation have to be...

Persistent link: https://www.econbiz.de/10005827515

Reducing Mean Squared Error in the Analysis of Binary Paired Data

Sjolander, Arvid - In: Epidemiologic Methods 2 (2013) 1, pp. 33-47

Abstract Matched pairs appear frequently in studies of the association between a dichotomous exposure and a dichotomous outcome. The standard conditional logistic regression estimator of the common odds ratio is consistent, but uses only information from the doubly discordant pairs. To gain...

Persistent link: https://www.econbiz.de/10014590595

An improved estimation of parameters of Morgenstern type bivariate logistic distribution using ranked set sampling

Singh, Housila P.; Mehta, Vishal - In: Statistica 73 (2013) 4, pp. 437-461

In this paper we have suggested some improved estimator of parameters of Morgenstern type bivariate logistic distribution (MTBLD) using ranked set sampling. We have shown the superiority of the proposed estimators over Chacko and Thomas (2009) estimators.

Persistent link: https://www.econbiz.de/10011124498

A chain ratio exponential type estimator in two-phase sampling using auxiliary information

Yadav, Rohini; Upadhyaya, Lakshmi N.; Singh, Housila P.; … - In: Statistica 73 (2013) 2, pp. 221-234

) sampling. The bias and mean squared error (MSE) are obtained upto the first order of approximation. The suggested class of …

Persistent link: https://www.econbiz.de/10010903765

A general procedure of estimating the population variance when coefficient of variation of an auxiliary variable is known in sample surveys

Yadav, Rohini; Upadhyaya, Lakshmi; Singh, Housila; … - In: Quality & Quantity: International Journal of Methodology 47 (2013) 4, pp. 2331-2339

putting the suitable values of scalars. The bias and mean squared error have been obtained upto the first order of …

Persistent link: https://www.econbiz.de/10010993062