The mixture properties of the 2SHI estimators in linear regression models
AbstractThe paper derives the family of double k-class estimators (Ullah and Ullah, 1978) as a subset of the mixture-type two-stage hierarchial-information (2SHI) estimators (Tran Van Hoa, 1985) in the general linear regression model, and provides a formal justification for the double k-class estimators in terms of additional data-based informational content. Small-sample properties derived from a simulation study of the 2SHI estimators in relation to their subsets in the positive-part parameter space are also presented.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 16 (1993)
Issue (Month): 2 (January)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Tran Van Hoa, 2000. "Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies," Economics Working Papers wp00-01, School of Economics, University of Wollongong, NSW, Australia.
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