|
|||||
|
|
A note on minimum average risk estimators for coefficients in linear models |
|
| Authors: | PAVB Swamy JS Mehta |
| Institution: | Federal Reserve System and Temple University , |
| Abstract: | In this note, we have derived a set of necessary and sufficient conditions for the biased estimators analyzed by Swamy and Mehta (1976) to be better than the generalized least squares estimator of the coefficient vector in a standard linear regression model. |
| Keywords: | regression biased estimators generalized least squares estimators second-order moment matrices |