Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion

Van Hoa Tran () and A. Chaturvedi ()
Additional contact information
A. Chaturvedi: University of Wollongong, http://www.uow.edu.au/commerce/econ/who/index.html

Economics Working Papers from School of Economics, University of Wollongong, NSW, Australia

Abstract: This paper condiders an extension of Tran Van Hoa's family of 2SHI (two stage hierarchical information) estimators for the coefficient vector of a linear regression model and derives the conditions for the dominance of 2SHI estimator over the OLS and Stein rule estimators under a Generalised Pitman Nearness (GPN) criterion when the disturbance variable is small.

Keywords: ESTIMATOR; ECONOMETRICS; REGRESSION ANALYSIS (search for similar items in EconPapers)
JEL-codes: C13 C20 C00 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 1999
View list of references View citations in EconPapers

Downloads: (external link)
http://www.uow.edu.au/content/groups/public/@web/@ ... ts/doc/uow012251.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:uow:depec1:wp99-4

Access Statistics for this paper

More papers in Economics Working Papers from School of Economics, University of Wollongong, NSW, Australia
Address: School of Economics, University of Wollongong, Northfields Avenue, Wollongong NSW 2522 Australia
Contact information at EDIRC.
Series data maintained by Ed Wilson ().