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Concentration Probability Criterion and Generalized Classes of Estimators in Restricted Regression Model
by
S. Qaim Akbar
Shia Post Graduate College, Lucknow University, India
This is an attempt to study two generalized families of estimators of regression coefficients from the literature in linear regression model under exact linear constraints of parameter vector when the criterion of choice of estimators is taken to be concentration probability of estimator around the true parameter. Following small sigma asymptotic approach, the sampling distributions and the concentration probabilities of the two generalized families of estimators are derived and the efficiency of two families is discussed with respect to the criterion of concentration probability.
Date received: June 20, 2001
Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cagd-23.