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Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion

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

Economics Working Papers from School of Economics, University of Wollongong, NSW, Australia

Abstract: This paper condiders an extension of Tran Van Hoa's family of 2SHI (two stage hierarchical information) estimators for the coefficient vector of a linear regression model and derives the conditions for the dominance of 2SHI estimator over the OLS and Stein rule estimators under a Generalised Pitman Nearness (GPN) criterion when the disturbance variable is small.

Keywords: ESTIMATOR; ECONOMETRICS; REGRESSION ANALYSIS (search for similar items in EconPapers)
JEL-codes: C00 C13 C20 (search for similar items in EconPapers)
Pages: 11 pages
Date: 1999
New Economics Papers: this item is included in nep-ecm
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