Browsing by Subject "error"
Now showing items 1-2 of 2
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Preliminary-Test Estimation of the Error Variance in Linear Regression
(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 ... -
The Use of Error Components Models in Combining Cross Section with Time Series Data
(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 ...
