Publication Date
January 1999
Recommended Citation
Hoa, T. V. and Chaturvedi, A., Performance of the 2shi Estimator Under the Generalised Pitman Nearness Criterion, Department of Economics, University of Wollongong, 1999.
https://ro.uow.edu.au/commwkpapers/7
Abstract
The paper considers an extension of Tran Van Hoa's family of 2SHI (two stage hierarchical information) estimators for the coefficient vector of a linear regression model and derives the conditions for the dominance of the 2SHI estimator over the OLS and Stein rule estimators under a Generalized Pitman Nearness (GPN) criterion when the disturbance variable is small.
COinS
Publication Details
Hoa, TV and Chaturvedi, A, Performance of the 2shi Estimator Under the Generalised Pitman Nearness Criterion, Working Paper 99-4, Department of Economics, University of Wollongong, 1999.