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Applying Mixed Estimation in Econometric Research

Author

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  • Ron C. Mittelhammer
  • Roger K. Conway

Abstract

The validity of the Theil-Goldberger mixed estimation procedure for incorporating prior information into the estimation of econometric models has recently been questioned in the literature. In this article, a set of accepted statistical principles are used both to rationalize past and future applications of mixed estimation through the introduction of a modified mixed estimator and to provide an explicit rationale for the abandonment of the Theil-Goldberger procedure. A previous application of mixed estimation in this Journal is reexamined to illustrate the issues involved.

Suggested Citation

  • Ron C. Mittelhammer & Roger K. Conway, 1988. "Applying Mixed Estimation in Econometric Research," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(4), pages 859-866.
    • Handle: RePEc:oup:ajagec:v:70:y:1988:i:4:p:859-866.
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    File URL: http://hdl.handle.net/10.2307/1241927
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    Cited by:

    1. Venkateswaran, Meenakshi & Kinnucan, Henry W. & Chang, Hui-Shung, 1993. "Modeling Advertising Carryover in Fluid Milk: Comparison of Alternative Lag Specifications," Agricultural and Resource Economics Review, Cambridge University Press, vol. 22(1), pages 10-19, April.
    2. Montezuma Dumangane & Nicoletta Rosati & Anna Volossovitch, 2009. "Departure from independence and stationarity in a handball match," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(7), pages 723-741.
    3. Jongeneel, Roel & Gonzalez-Martinez, Ana Rosa, 2022. "The role of market drivers in explaining the EU milk supply after the milk quota abolition," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 194-209.
    4. Davis, George C., 2001. "Confirmation And Falsification Of Equilibrium Displacement Models," 2001 Annual meeting, August 5-8, Chicago, IL 20525, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Maria Jose Castillo & Pilar Useche & Charles Moss, 2010. "Missing agricultural price data: an application of mixed estimation," Applied Economics Letters, Taylor & Francis Journals, vol. 17(6), pages 537-541.
    6. Parrott, Scott D. & Eastwood, David B., 1998. "Incorporating Seasonality, Product Volume, And Shiller Lags Into A Price Linkage Model," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20837, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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