Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted

Kazuhiro Ohtani and Alan Wan ()

Statistical Papers, 2009, vol. 50, issue 1, 160 pages

Keywords: Omitted variables; Pitman nearness; Stein variance estimator (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s00362-007-0047-6

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