Minimum average risk estimators for coefficients in linear models |
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| Authors: | P. A. V. B. Swamy J. S. Mehta |
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| Affiliation: | 1. Federal Reserve System ,;2. Temple University , |
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| Abstract: | We consider the problem of estimating the coefficient vector β of a linear regression model with quadratic loss function. Some biased estimators which utilize the prior information about β are considered. Also studied is the problem of estimating the parameters of an over-identified structural equation from undersized samples. |
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| Keywords: | regression linear parameters coefficients average risk estimators biased structural equation |
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