Beschreibung
vor 27 Jahren
This article considers a linear regression model when a set of
exact linear restrictions binding the coefficients is available and
some observations on the study variable are missing. Estimators for
the vectors of regression coefficients are presented and their
superiority properties with respect to the criteria of the variance
covariance matrix and the risk under balanced loss functions are
analyzed.
exact linear restrictions binding the coefficients is available and
some observations on the study variable are missing. Estimators for
the vectors of regression coefficients are presented and their
superiority properties with respect to the criteria of the variance
covariance matrix and the risk under balanced loss functions are
analyzed.
Weitere Episoden
Kommentare (0)
Melde Dich an, um einen Kommentar zu schreiben.