Stein-rule estimation in mixed regression models

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

4 Scopus Citations
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Detail(s)

Original languageEnglish
Pages (from-to)203-214
Journal / PublicationBiometrical Journal
Volume42
Issue number2
Publication statusPublished - 2000

Abstract

This paper considers a Stein-rule mixed regression estimator for estimating a normal linear regression model in the presence of stochastic linear constraints. We derive the small disturbance asymptotic bias and risk of the proposed estimator, and analytically compare its risk with other related estimators. A Monte-Carlo experiment investigates the empirical risk performance of the proposed estimator.

Research Area(s)

  • Mixed regression, Monte-Carlo experiment, Risk, Small disturbance, Stein-rule

Citation Format(s)

Stein-rule estimation in mixed regression models. / Shalabh, ; Wan, Alan T.K.

In: Biometrical Journal, Vol. 42, No. 2, 2000, p. 203-214.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal