Now showing items 1-7 of 7

    • A note on extraneous information in regression 

      Brook, Richard; Wallace, Dudley (1973)
      The Theil-Goldberger ( 196 1) exposition of combining sample and prior information is well known and appears now in standard textbooks for graduate econometrics courses. Diminishing the value of the prior relative to the ...
    • Operational Techniques and Tables for Making Weak MSE Tests for Restrictions in Regressions 

      Goodnight, James; Wallace, Dudley (1972)
      Tables of critical points for the noncentral F are presented with noncentrality equal to 1/2 of numerator degrees of freedom for denominator degrees of freedom of 1-30, 40, 60, 120, 200, 400, and 1,000, and numerator degrees ...
    • Preliminary-Test Estimation of the Error Variance in Linear Regression 

      Clarke, Judith A; Giles, David EA; Wallace, Dudley (1987-08)
      We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with least squares, maximum likelihood ...
    • Sequential Methods in Model Construction 

      Ashar, VG; Wallace, Dudley (1972)
      "Inl statistical inference proper, the model is never questioned. . . . The methods of mathematical statistics do not provide us with a means of specifying the model." 1 Few would question the profundity of the above quotes. ...
    • The lag relationship between wholesale and consumer prices 

      Silver, JL; Wallace, Dudley (1980)
      This paper examines the lag distribution relating wholesale to consumer price changes. Sims' causality test indicates a one-sided lag structure. Following Hatanaka and Wallace, parameters of the lag distribution which can ...
    • The Use of Error Components Models in Combining Cross Section with Time Series Data 

      Wallace, Dudley; Hussain, Ashiq (1969)
      A mixed model of regression with error components is proposed as one of possible interest for combining cross section and time series data. For known variances, it is shown that Aitken estimators and covariance estimators ...
    • Weaker Criteria and Tests for Linear Restrictions in Regression 

      Wallace, Dudley (1972)
      The standard F test for linear restrictions in regression is relevant as a criterion but fails to capture the notion of tradeoff between bias and variance. Average squared distance criteria yield operational tests that are ...