On Theil's Mixed Regression Estimator
作者:
P.A. V. B. Swamy,
J.S. Mehta,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1969)
卷期:
Volume 64,
issue 325
页码: 273-276
ISSN:0162-1459
年代: 1969
DOI:10.1080/01621459.1969.10500969
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Theil [4] obtained an estimator for a regression coefficient by combining sample information with stochastica prioriinformation which might be available on some or all the elements of the regression coefficient vector. Finite sample properties of this estimator are studied here.
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