Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables


ÜNAL D. , YÜKSEL G.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.42, ss.1531-1541, 2013 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 42 Konu: 8
  • Basım Tarihi: 2013
  • Doi Numarası: 10.1080/03610926.2011.593287
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayıları: ss.1531-1541

Özet

In a linear regression model with proxy variables, the iterative Stein-rule estimator and the usual estimator of the disturbance variance is compared under the Pitman Nearness Criterion. The exact expression of Pitman Nearness probability is derived and numerically evaluated.