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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- Akio Namba, 2001. "MSE performance of the 2SHI estimator in a regression model with multivariate t error terms," Statistical Papers, Springer, vol. 42(1), pages 81-96, January.
- Tran Van Hoa, 2002. "WTO Membership for China and Its Impact on Growth, Investment and Consumption: A New Flexible Keynesian Approach," Economics Working Papers wp02-04, School of Economics, University of Wollongong, NSW, Australia.
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- Tran Van Hoa, 2003. "New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach," Economics Working Papers wp03-03, School of Economics, University of Wollongong, NSW, Australia.
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