ERRORS IN VARIABLES - CONSISTENT ESTIMATOR WITH SMALLER MSE IN FINITE SAMPLES

被引:23
作者
FELDSTEIN, M [1 ]
机构
[1] HARVARD UNIV,DEPT ECON,CAMBRIDGE,MA 02138
关键词
D O I
10.2307/2286177
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
引用
收藏
页码:990 / 996
页数:7
相关论文
共 31 条
[1]  
[Anonymous], 1947, J R STAT SOC S, DOI DOI 10.2307/2984115
[2]   On biases in estimation due to the use of preliminary tests of significance [J].
Bancroft, TA .
ANNALS OF MATHEMATICAL STATISTICS, 1944, 15 :190-204
[3]   SIMULTANEOUS PAIRWISE LINEAR STRUCTURAL RELATIONSHIPS [J].
BARNETT, VD .
BIOMETRICS, 1969, 25 (01) :129-&
[4]  
BOCH ME, 1972, 62 U ILL COLL COMM B
[5]   ERRORS OF MEASUREMENT IN STATISTICS [J].
COCHRAN, WG .
TECHNOMETRICS, 1968, 10 (04) :637-&
[6]  
Durbin J, 1954, REV INST INT STAT, V22, P23, DOI DOI 10.2307/1401917
[7]   MULTICOLLINEARITY AND MEAN-SQUARE ERROR OF ALTERNATIVE ESTIMATORS [J].
FELDSTEIN, MS .
ECONOMETRICA, 1973, 41 (02) :337-346
[8]  
FELDSTEIN MS, TO BE PUBLISHED
[9]  
GEARY RC, 1942, P ROYAL IRISH ACAD A, V47
[10]  
Goldberger A., 1972, INT ECON REV, V13, P13, DOI [10.2307/2525901, DOI 10.2307/2525901]