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Further results on the two-stage hierarchial information (2shi) estimators in the linear regression models |
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| Authors: | Tran Van Hoa A Chatruvedi |
| Institution: | 1. Department of Economics , University of Wollongong , NSW, 2500, Australia;2. Department of Mathematics and Statistics , University of Allahabad , Allahabad, 211002, India |
| Abstract: | The paper considers a class of 2SHI estimators for the linear regression models and provides some results regarding the dominance in quadratic loss of this class over the OLS and usual Stein-rule estimators. |
| Keywords: | Linear regression models quadratic loss function ordinary least squares estimators stein-rule estimators two-stage stein or hierarchial information (2shi) estimators |