Overview of Estimation Frameworks and Estimators
نویسنده
چکیده
Estimator: A rule or strategy for using the data to estimate the unknown elements in the econometric framework (usually referred to as parameters). The set of feasible or permissible parameters is called parameter space. (Example: The mean of a normal distribution can be any real number, so its space is <, but the variance has to be positive, i.e. reside in <+). Economic theory can limit the parameter space.
منابع مشابه
Two-step Smoothing Estimation of the Time-variant Parameter with Application to Temperature Data
‎In this article‎, ‎we develop two nonparametric smoothing estimators for parameter of a time-variant parametric model‎. ‎This parameter can be from any parametric family or from any parametric or semi-parametric regression model‎. ‎Estimation is based on a two-step procedure‎, ‎in which we first get the raw estimate of the parameter at a set of disjoint time...
متن کاملAn Empirical Comparison of Performance of the Unified Approach to Linearization of Variance Estimation after Imputation with Some Other Methods
Imputation is one of the most common methods to reduce item non_response effects. Imputation results in a complete data set, and then it is possible to use naϊve estimators. After using most of common imputation methods, mean and total (imputation estimators) are still unbiased. However their variances (imputation variances) are underestimated by naϊve variance estimators. Sampling mechanism an...
متن کاملPositive-Shrinkage and Pretest Estimation in Multiple Regression: A Monte Carlo Study with Applications
Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is a priori known or suspected that a subset of the covariates do not significantly contribute to the overall fit of the model, a restricted model that excludes these covariates, may be sufficient. If, on the other hand, the subset provides useful information, shrinkage meth...
متن کاملEstimation of Density using Plotless Density Estimator Criteria in Arasbaran Forest
Sampling methods have a theoretical basis and should be operational in different forests; therefore selecting an appropriate sampling method is effective for accurate estimation of forest characteristics. The purpose of this study was to estimate the stand density (number per hectare) in Arasbaran forest using a variety of the plotless density estimators of the nearest neighbors sampling me...
متن کاملAdmissible Estimators of ?r in the Gamma Distribution with Truncated Parameter Space
In this paper, we consider admissible estimation of the parameter ?r in the gamma distribution with truncated parameter space under entropy loss function. We obtain the classes of admissible estimators. The result can be applied to estimation of parameters in the normal, lognormal, pareto, generalized gamma, generalized Laplace and other distributions.
متن کامل