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, DENİZ; YÜKSEL, GÜZİN

doi:10.1080/03610926.2011.593287

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

Atıf İçin Kopyala

ÜNAL D., YÜKSEL G.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.42, sa.8, ss.1531-1541, 2013 (SCI-Expanded)

Yayın Türü: Makale / Tam Makale
Cilt numarası: 42 Sayı: 8
Basım Tarihi: 2013
Doi Numarası: 10.1080/03610926.2011.593287
Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
Sayfa Sayıları: ss.1531-1541
Çukurova Üniversitesi Adresli: Evet

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.