In this paper, we consider a linear regression model when relevant regressors are omitted. We derive the explicit formulae for the predictive mean squared errors (PMSEs) of the Stein-rule (SR) ...
We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback