
Accession Number : AD0767016
Title : Generalized Bayes Minimax Estimators of a Multiple Regression Coefficient Vector with Three or More Predictors.
Descriptive Note : Technical rept.,
Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
Personal Author(s) : Lin,PiErh ; Bodo,Erwin P.
Report Date : AUG 1973
Pagination or Media Count : 26
Abstract : Consider a multiple regression problem in which the dependent variable and (3 or more) independent variables have a joint normal distribution with unknown mean vector and covariance matrix. A family of minimax estimators based on the maximum likelihood estimator and the sample multiple correlation is obtained for the regression coefficient vector. It is shown that there are minimax estimators of the same form as the ones mentioned above, which are also generalized Bayes. The problem of estimating both the intercept and regression coefficient vector is also investigated. (Author)
Descriptors : (*REGRESSION ANALYSIS, DISTRIBUTION FUNCTIONS), MINIMAX TECHNIQUE, SAMPLING, CORRELATION TECHNIQUES, MATRICES(MATHEMATICS), THEOREMS, MATHEMATICAL PREDICTION
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE