عنوان
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Restricted Stein-rule estimation in ultrastructural linear measurement error models
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نوع پژوهش
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مقاله چاپشده در مجلات علمی
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کلیدواژهها
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Measurement error,Restricted regression,Stein-rule estimator,Ultrastructural model
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چکیده
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We consider a multivariate ultrastructural measurement error model when some information on regression coefficients is available in the form of linear restriction. We propose Stein-rule estimation for the regression coefficients. Without any assumption about the distribution for the random components, the asymptotic risk under a specific quadratic loss function is studied and a sufficient condition for the dominance of the proposed estimator over a consistent estimator. We also carry out a simulation study to demonstrate the finite sample properties of the estimators.
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پژوهشگران
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امید خادم نوع (نفر اول)، هادی امامی (نفر دوم)
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