Estimation from transformed data under the linear regression model

被引：4

作者：

Liski, EP ^{[1
]}

Trenkler, G ^{[1
]}

Gross, J ^{[1
]}

机构：

[1] UNIV DORTMUND,D-44221 DORTMUND,GERMANY

来源：

STATISTICS | 1997年 / 29卷 / 03期

关键词：

linear regression model; mean square error (MSE) matrix; ordinary least squares (OLS) estimator; admissible estimator; orthogonal projector; contraction; F-distribution;

D O I：

10.1080/02331889708802585

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The results of Stahlecker and Schmidt (1987) are considered for a more general class of transformations of the dependent variable. Mean square error matrix dominance of the so-called naive estimator over the usual OLS estimator is investigated and the related testing procedures are discussed. Some remarks on the admissibility of the naive estimator are given.

引用

页码：205 / 219

页数：15

共 22 条

[1]

[Anonymous], BIOMETRIKA TABLES ST

[2] MEAN-SQUARE ERROR MATRIX IMPROVEMENTS AND ADMISSIBILITY OF LINEAR ESTIMATORS [J].