论文信息 - Some Finite Sample Results for Theil's Mixed Regression Estimator - 字舞流文

Some Finite Sample Results for Theil's Mixed Regression Estimator

Abstract Finite sample properties of Theil's mixed regression estimator and test statistic for checking the compatibility of prior and sample information, are studied via Monte Carlo sampling experiments.

George G. Judge | M. E. Bock | G. Judge | M. Bock | T. A. Yancey | T. Yancey

[1] A. L. Nagar,et al. THE BIAS AND MOMENT MATRIX OF A MIXED REGRESSION ESTIMATOR , 1964 .

[2] A. Goldberger,et al. On Pure and Mixed Statistical Estimation in Economics , 1961 .

[3] T. Yancey,et al. Parameter Estimates and Autonomous Growth , 1959 .

[4] T. Yancey,et al. Corrigenda: Parameter Estimates and Autonomous Growth , 1959 .

[5] G. Enderlein. Wilks, S. S.: Mathematical Statistics. J. Wiley and Sons, New York–London 1962; 644 S., 98 s , 1964 .

[6] H. Theil. On the Use of Incomplete Prior Information in Regression Analysis , 1963 .

[7] N. Kakwani,et al. Note on the Unbiasedness of a Mixed Regression Estimator , 1968 .

[8] G. C. Tiao,et al. Bayes's theorem and the use of prior knowledge in regression analysis , 1964 .

[9] T. D. Wallace,et al. A Test of the Mean Square Error Criterion for Restrictions in Linear Regression , 1968 .

[10] P. A. V. B. Swamy,et al. On Theil's Mixed Regression Estimator , 1969 .