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Improving the estimation precision for a selected parameter in multiple regression analysis: an algebraic approach

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  • Huang, Ju-Chin

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  • Huang, Ju-Chin, 1999. "Improving the estimation precision for a selected parameter in multiple regression analysis: an algebraic approach," Economics Letters, Elsevier, vol. 62(3), pages 261-264, March.
  • Handle: RePEc:eee:ecolet:v:62:y:1999:i:3:p:261-264
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    References listed on IDEAS

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    1. Vinod, Hrishikesh D, 1978. "A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares," The Review of Economics and Statistics, MIT Press, vol. 60(1), pages 121-131, February.
    2. Halvorsen, Robert, 1975. "Residential Demand for Electric Energy," The Review of Economics and Statistics, MIT Press, vol. 57(1), pages 12-18, February.
    3. Smith, V Kerry & Huang, Ju-Chin, 1995. "Can Markets Value Air Quality? A Meta-analysis of Hedonic Property Value Models," Journal of Political Economy, University of Chicago Press, vol. 103(1), pages 209-227, February.
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    Cited by:

    1. Ryo Uemukai, 2011. "Small sample properties of a ridge regression estimator when there exist omitted variables," Statistical Papers, Springer, vol. 52(4), pages 953-969, November.

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