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Details for article 23 of 25 found articles
| Title: |
Pre-testing in a mis-specified regression model |
| Author: |
Giles, Judith A. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 20 (1991) nr. 10 pages 3221-3238 |
| Year: |
1991 |
| Contents: |
We consider the pre-test estimation of the parameters of a linear regression model after a preliminary-test for exact linear restrictions when the model is mis-specified through the omission of relevant regressors and the usual assumption of normal regression disturbances is widened to a subclass of the family of spherically symmetric errors. We derive and analyse the exact risk (under quadratic loss) of a pre-test estimator of the prediction vector and of the scale parameter. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 23 of 25 found articles
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