ESTIMATION FROM TRANSFORMED DATA UNDER THE LINEAR-REGRESSION MODEL

Authors
LISKI EP TRENKLER G GROSS J
Citation
Ep. Liski et al., ESTIMATION FROM TRANSFORMED DATA UNDER THE LINEAR-REGRESSION MODEL, Statistics, 29(3), 1997, pp. 205-219
Citations number
22
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
29
Issue
3
Year of publication
1997
Pages
205 - 219
Database
ISI
SICI code
0233-1888(1997)29:3<205:EFTDUT>2.0.ZU;2-A
Abstract
The results of Stahlecker and Schmidt (1987) are considered for a more general class of transformations of the dependent variable. Mean squa re error matrix dominance of the so-called naive estimator over the us ual OLS estimator is investigated and the related testing procedures a re discussed. Some remarks on the admissibility of the naive estimator are given.