Browsing by Subject "biases"

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    • 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 ...