Pretest Estimation in Regression: A Survey

T. Dudley Wallace

American Journal of Agricultural Economics, 1977, vol. 59, issue 3, 431-443

Abstract: Data are often used to test hypotheses, the outcome of which influences the final model, and the same data are used in estimating the parameters of the final model. This paper reviews the properties of such pretest estimators and surveys recent work on optimal pretest critical values. Implications are drawn for applied econometric research.

Date: 1977
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Persistent link: https://EconPapers.repec.org/RePEc:oup:ajagec:v:59:y:1977:i:3:p:431-443.

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