|
Estimation of a Subset of Regression CoefficientsfFor the Model with Non-Spherical Dsturbances
by
Suchita Kesarwani
Department of Statistics, Allahabad University, Allahabad, India
Coauthors: Anoop Chaturvedi (Department of Statistics, Allahabad University, Allahabad, India)
The present paper considers the estimation of a subset of regression coefficients in a linear regression model with non-spherical disturbances, when other regression coefficients are of no interest. A family of improved estimator has been considered and its asymptotic distribution has been derived. The proposed estimator has been compared with the usual restricted regression FGLS estimator and dominance conditions have been obtained under quadratic loss function as well as Pitman's Nearness Criterion.
Date received: November 27, 2004
Copyright © 2004 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 # caph-77.