Applying Mixed Estimation in Econometric Research
质疑Theil-Goldberger混合估计程序的有效性，提出修正的混合估计量，并解释为何应放弃原程序，通过重审期刊中的案例说明问题。
Abstract The validity of the Theil‐Goldberger mixed estimation procedure for incorporating prior information into the estimation of econometric models has recently been questioned in the literature. In this article, a set of accepted statistical principles are used both to rationalize past and future applications of mixed estimation through the introduction of a modified mixed estimator and to provide an explicit rationale for the abandonment of the Theil‐Goldberger procedure. A previous application of mixed estimation in this Journal is reexamined to illustrate the issues involved.