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Improved estimation in Lognormal regression models |
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| Affiliation: | 1. Marketing at the Smeal College of Business, Pennsylvania State University, University Park, PA 16802, United States of America;2. Marketing at the Opus College of Business, University of St. Thomas, St. Paul, MN 55105, United States of America;1. DEI, University of Padua, viale Gradenigo 6, Padua, Italy;2. DIN, State University of Maringa (UEM), Maringa, PR, Brazil;3. DISI, University of Bologna, Cesena, Italy;4. DTIC, Sejong University, Seoul, Republic of Korea |
| Abstract: | Lognormal regression model with unknown error variance is considered. We give a class of estimators of the regression coefficients vector improving upon traditional estimator when the number of independent variables is at least three. The relationship between these estimators on one hand and James-Stein type estimators of the normal mean and improved estimators of the normal variance on another hand is discussed. |
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