Publication Date

January 1999

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.


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.