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The mixture properties of the 2SHI estimators in linear regression models

Tran Van Hoa
Authors registered in the RePEc Author Service: Van Hoa Tran and Van Hoa Tran ()

Statistics & Probability Letters, 1993, vol. 16, issue 2, 111-115

Abstract: The paper derives the family of double k-class estimators (Ullah and Ullah, 1978) as a subset of the mixture-type two-stage hierarchial-information (2SHI) estimators (Tran Van Hoa, 1985) in the general linear regression model, and provides a formal justification for the double k-class estimators in terms of additional data-based informational content. Small-sample properties derived from a simulation study of the 2SHI estimators in relation to their subsets in the positive-part parameter space are also presented.

Date: 1993
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Citations: View citations in EconPapers (5)

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