Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion
AbstractThis paper condiders an extension of Tran Van Hoa's family of 2SHI (two stage hierarchical information) estimators for the coefficient vector of a linear regression model and derives the conditions for the dominance of 2SHI estimator over the OLS and Stein rule estimators under a Generalised Pitman Nearness (GPN) criterion when the disturbance variable is small.
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Bibliographic InfoPaper provided by School of Economics, University of Wollongong, NSW, Australia in its series Economics Working Papers with number wp99-4.
Length: 11 pages
Date of creation: 1999
Date of revision:
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Postal: School of Economics, University of Wollongong, Northfields Avenue, Wollongong NSW 2522 Australia
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ESTIMATOR ; ECONOMETRICS ; REGRESSION ANALYSIS;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C00 - Mathematical and Quantitative Methods - - General - - - General
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- Van Hoa, Tran, 1985. "The inadmissibility of the Stein estimator in normal multiple regression equations," Economics Letters, Elsevier, vol. 19(1), pages 39-42.
- 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.
- Tran Van Hoa, 2004. "Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations," Economics Working Papers wp04-12, School of Economics, University of Wollongong, NSW, Australia.
- 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.
- 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.
- Tran Van Hoa, 2003. "Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach," Economics Working Papers wp03-02, School of Economics, University of Wollongong, NSW, Australia.
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