The iterative stein rule estimator of the disturbance variance in a linear regression model when the proxy variables are used
| dc.contributor.author | Ünal, Deniz | |
| dc.contributor.author | Akdeniz, Fikri | |
| dc.date.accessioned | 2017-01-06T12:18:41Z | |
| dc.date.available | 2017-01-06T12:18:41Z | |
| dc.date.issued | 2006 | |
| dc.description | http://sjam.selcuk.edu.tr/sjam/article/view/169 | en_US |
| dc.description.abstract | In case of the existence of the unobservable relevant regressors, a way of estimating the model is to use the proxy variables as regressors. Here we consider the estimator of the disturbance variance in a linear regression model with the proxy variables when the Stein-rule(SR) estimator of this model is used in place of the ordinary least square estimator (OLSE). Our aim is to examine the effect of the proxy variables on disturbance variance in a regression models with proxy variables. For this purpose we define the iterative SRP (SR in a linear regression model with the proxy variables) and iterative PSRP (Positive part SR in a linear regression model with the proxy variables) estimators of the disturbance variance in a regression model with proxy variable and analyze them by using MSE (Mean square error) criterion. | en_US |
| dc.identifier.citation | Ünal, D., Akdeniz, F. (2006). The iterative stein rule estimator of the disturbance variance in a linear regression model when the proxy variables are used. Selcuk Journal of Applied Mathematics, 7 (2), 13-25. | en_US |
| dc.identifier.endpage | 25 | |
| dc.identifier.issn | 1302-7980 | en_US |
| dc.identifier.startpage | 13 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12395/3751 | |
| dc.identifier.volume | 7 | |
| dc.language.iso | en | en_US |
| dc.publisher | Selcuk University Research Center of Applied Mathematics | en_US |
| dc.relation.ispartof | Selcuk Journal of Applied Mathematics | en_US |
| dc.relation.publicationcategory | Makale - Kategori Belirlenecek | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.selcuk | 20240510_oaig | en_US |
| dc.subject | Proxy variables | en_US |
| dc.subject | Proxy değişkenleri | en_US |
| dc.subject | Linear regression model | en_US |
| dc.subject | Doğrusal regresyon modeli | en_US |
| dc.subject | Disturbance variance | en_US |
| dc.subject | Rahatsızlık varyansı | en_US |
| dc.subject | Iterative Stein rule | en_US |
| dc.subject | Yinelemeli Stein kuralı | en_US |
| dc.title | The iterative stein rule estimator of the disturbance variance in a linear regression model when the proxy variables are used | en_US |
| dc.type | Article | en_US |
