Estimation of Regression Coefficients Subject to Exact Linear Restrictions when some Observations are Missing and Balanced Loss Function is Used

ثبت نشده
چکیده

This article considers a linear regression model when a set of exact lin ear restrictions binding the coe cients is available and some observations on the study variable are missing Estimators for the vectors of regression coe cients are presented and their superiority properties with respect to the criteria of the variance covariance matrix and the risk under balanced loss functions are analyzed

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Estimation of Regression Coeecients Subject to Exact Linear Restrictions When Some Observations Are Missing and Balanced Loss Function Is Used

This article considers a linear regression model when a set of exact linear restrictions binding the coeecients is available and some observations on the study variable are missing. Estimators for the vectors of regression coeecients are presented and their superiority properties with respect to the criteria of the variance covariance matrix and the risk under balanced loss functions are analyzed.

متن کامل

Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors

In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination of the biased Liu estimator and stochastic linear restrictions estimator is considered to overcom...

متن کامل

Diagnostic Measures in Ridge Regression Model with AR(1) Errors under the Stochastic Linear Restrictions

Outliers and influential observations have important effects on the regression analysis. The goal of this paper is to extend the mean-shift model for detecting outliers in case of ridge regression model in the presence of stochastic linear restrictions when the error terms follow by an autoregressive AR(1) process. Furthermore, extensions of measures for diagnosing influential observations are ...

متن کامل

Detection of Outliers and Influential Observations in Linear Ridge Measurement Error Models with Stochastic Linear Restrictions

The aim of this paper is to propose some diagnostic methods in linear ridge measurement error models with stochastic linear restrictions using the corrected likelihood. Based on the bias-corrected estimation of model parameters, diagnostic measures are developed to identify outlying and influential observations. In addition, we derive the corrected score test statistic for outliers detection ba...

متن کامل

Restricted regression estimation in measurement error models

The problem of consistent estimation of the regression coefficients when some prior information about the regression coefficients is available is considered. Such prior information is expressed in the form of exact linear restrictions. The knowledge of covariance matrix of measurement errors that is associated with explanatory variables is used to construct the consistent estimators. Some consi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007