Comparison of linear restricted models with respect to the validity of admissible and linearly sufficient estimators

Augustyn Markiewicz

Statistics & Probability Letters, 1998, vol. 38, issue 4, 347-354

Abstract: Two restricted linear models M0 and M are considered. The models can differ in model matrices, dispersion matrices, and possibly in parameter restrictions. The validity under M of estimators that are admissible and linearly sufficient under M0 is studied. Criteria are derived for strong and week validity, i.e. when all estimators and at least one, respectively, preserve their properties. Some supplementary results for unrestricted model are also given.

Keywords: Admissibility; Linear; sufficiency; General; ridge; estimator; Restricted; linear; model (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (4)

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