A mean square error test when stochastic restrictions are used in regression
- 1 January 1974
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics
- Vol. 3 (8) , 755-768
- https://doi.org/10.1080/03610927408827175
Abstract
A test is prepared for determining conditions under which stochastic linear prior information, which is incorrect on the average, may improve the parameter estimates for a linear model over conventional sample information estimates, in the sense of having the same or smaller mean square errors for all estimates.Keywords
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