Stein-rule least squares estimation: A heuristic for fallible data
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Improved estimation in multiple linear regression models with measurement error and general constraint
2009, Journal of Multivariate AnalysisCitation Excerpt :The aforementioned estimation techniques have received much attention recently in linear regression model when the covariates are measured with errors. Stanley [9,10] revealed that JSTE can eliminate inconsistency of the classical least squares estimators. Shalabh [11] studied properties of JSTE when the covariance matrix of the measurement errors is known.
Improved estimation of regression parameters in measurement error models
2005, Journal of Multivariate AnalysisImproved Estimation in Measurement Error Models Through Stein Rule Procedure
1998, Journal of Multivariate AnalysisThe informational gain from Stein and hierarchial Stein estimators
1987, Economics LettersMeta-regression analysis: A quantitative method of literature surveys
2005, Journal of Economic Surveys“Regression-Discontinuity Design” By Any Other Name Might Be Less Problematic
1991, Evaluation Review
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