The Statistical Properties of the Equity Estimator: A Reply
回应Hill和Cartwright的研究，指出其基于有限模拟的结论不成立，更全面的评估显示权益估计量在参数空间的大范围区域优于Stein估计量。
Hill and Cartwright examined the relative performance of ordinary least squares, the Equity estimator, and the Stein estimator on four scanner data sets. Based on this limited simulation, they claimed that the Stein estimator is an attractive alternative to the Equity estimator. In this reply, we demonstrate that their conclusions are not well founded and that a more comprehensive evaluation indicates that the Equity estimator dominates the Stein estimator in wide regions of the parameter space.