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Original Articles

Stein-rule estimator under inclusion of superfluous variables in linear regression models

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Pages 2009-2022 | Received 01 Jan 1991, Published online: 27 Jun 2007

References

  • Fomby , B. 1981 . “Loss of Efficiency in Regression Analysis due to Irrelevant Variables” . Economics Letters , 7 : 319 – 322 .
  • Kmenta , J. 1971 . Elements of Econometrics , New York : Mc Millan .
  • Rao , C. R. 1973 . Linear Statistical Inference and its applications , New York : Wiley .
  • Srivastava , V. K. and Upadhyaya , S. 1977 . “Properties of Stein-Like Estimators in the Regression Model when Disturbances are Small” . Journal of Statistical Research , 11 : 5 – 21 .
  • Trenkler , G. and Toutenburg , H. 1990 . “Mean squared error matrix comparisons between biased estimators - an overview of recent results” . Statistical Papers , 31 : 165 – 179 .
  • Yancey , T. A. , Judge , G. G. and Bock , M. E. 1974 . “A mean square error test when stochastic restrictions are used in regression” . Communications in Statistics , 3 : 755 – 768 .

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