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                                       Details for article 23 of 25 found articles
 
 
  Pre-testing in a mis-specified regression model
 
 
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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