Restricted Stein-rule estimation in ultrastructural linear measurement error models

Omid Khademnoe and Hadi Emami

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 7, 2459-2476

Abstract: We consider a multivariate ultrastructural measurement error model when some information on regression coefficients is available in the form of linear restriction. We propose Stein-rule estimation for the regression coefficients. Without any assumption about the distribution for the random components, the asymptotic risk under a specific quadratic loss function is studied and a sufficient condition for the dominance of the proposed estimator over a consistent estimator. We also carry out a simulation study to demonstrate the finite sample properties of the estimators.

Date: 2024
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DOI: 10.1080/03610926.2022.2135380

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