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Estimation of parameters in multiple regression with missing covariates using a modified first order regression procedure

Toutenburg, Helge; Srivastava, Virendra K.; Shalabh; … - In: Annals of economics and finance 6 (2005) 2, pp. 289-301

Persistent link: https://www.econbiz.de/10003315016

Risk performance of Stein-rule estimators over the least squares estimators of regression coefficients under quadratic loss structures

Shalabh (contributor); Toutenburg, Helge (contributor); … - 2006

This paper presents a general loss function under quadratic loss structure and discusses the comparison of risk functions associated with the unbiased least squares and biased Stein-rule estimators of the coefficients in a linear regression model.

Persistent link: https://www.econbiz.de/10003395321