PRELIMINARY TEST PREDICTOR IN THE LINEAR REGRESSION MODEL INCLUDING A PROXY VARIABLE
1983 年 13 巻 1 号 p. 11-19
詳細
1983 年 13 巻 1 号 p. 11-19
In this paper, we show the mean square error of the pre-test predictor in the linear regression model including a proxy variable, and compare the mean square errors of the weighted average predictor and the pre-test predictor.
