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Further results on the two-stage hierarchial information (2shi) estimators in the linear regression models
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
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