Accession Number : AD0687112
Title : COMPARISON OF k-CLASS ESTIMATORS WHEN THE DISTURBANCES ARE SMALL.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS
Personal Author(s) : Kadane,Joseph B.
Report Date : 11 APR 1969
Pagination or Media Count : 33
Abstract : Asymptotic expansions of the variance of the disturbance around zero are found for the bias (to order sigma squared) and moment matrix (to order sigma to the 4th power) of all k-class estimators, including limited information maximum likelihood. The discussion relates the results to large sample asymptotic theory, Monte Carlo experiments and exact fixed-sample studies of linear simultaneous equation regression techniques. Several uniformities of interest are found. (Author)
Descriptors : (*ECONOMICS, DECISION THEORY), (*ANALYSIS OF VARIANCE, ASYMPTOTIC SERIES), REGRESSION ANALYSIS, SIMULTANEOUS EQUATIONS, MONTE CARLO METHOD, SAMPLING, THEOREMS, THESES
Subject Categories : Economics and Cost Analysis
Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE