On weighted estimation in linear regression in the presence of parameter uncertainty

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 100
Issue: 1
Pages: 1-3

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We examine the problem of estimating the linear regression model's coefficients when there are uncertain linear restrictions about these parameters. Theorems are provided that generalize results obtained by Magnus and Durbin [Magnus, J.R., Durbin, J., 1999. Estimation of regression coefficients of interest when other regression coefficients are of no interest. Econometrica 67, 639-643] and Danilov and Magnus [Danilov, D., Magnus, J.R., 2004. On the harm that ignoring pretesting can cause. Journal of Econometrics 122, 27-46].

Technical Details

RePEc Handle
repec:eee:ecolet:v:100:y:2008:i:1:p:1-3
Journal Field
General
Author Count
1
Added to Database
2026-01-25