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基于显著性预检验的回归型估计量

A Regression-Type Estimator Based on Preliminary Test of Significance

Journal of the American Statistical Association · 1980
被引 0
ABS 4

中文导读

本文提出一种基于显著性预检验的回归型估计量,在差分估计量和回归估计量之间进行选择,并评估其相对于其他回归型估计量的效率。

Abstract

Abstract If data on an auxiliary variable X correlated with the variable Y under study are available, regression-type estimators are often used to estimate the population mean μ y . An estimator based on a preliminary test of significance that chooses between the difference estimator and the regression estimator has been proposed. This article investigates the efficiency of the proposed regression-type estimator with respect to other regression-type estimators. Key Words: Preliminary testRegression-type estimatorEfficiency

统计学计量经济学回归分析估计量