Utilizing initial estimates in estimating the coefficients in a linear model

Lawrence S. Mayer, Jagbir Singh, Thomas A. Willke

Research output: Contribution to journalArticle

5 Scopus citations

Abstract

A procedure which utilizes an initial estimate to estimate the coefficients in a linear mode is introduced. A linear model containing replications with the same input matrix is considered and a class of two-stage estimators is defined. Optimal estimators in the class are determined, and it is shown that the proposed estimators are better than the corresponding single-sample least squares estimator if the initial estimate is accurate, and are as good (asymptotically) as the corresponding single-sample least squares estimator if the initial estimate is inaccurate.

Original languageEnglish (US)
Pages (from-to)219-222
Number of pages4
JournalJournal of the American Statistical Association
Volume69
Issue number345
DOIs
StatePublished - Mar 1974

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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