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- W2044920439 abstract "Abstract This article derives an unbiased estimator of the covariance matrix of the “mixed regression” estimator suggested by Theil and Goldberger for combining prior information with the sample information in regression analysis. This derivation facilitates the construction of finite-sample standard errors for the mixed estimators of the individual regression coefficients. Comparisons are made between the unbiased covariance estimator, the conventional consistent estimator based on the generalized least squares formula, and a simple modification of the latter, which is found to approximate the unbiased estimator well in practical situations." @default.
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- W2044920439 date "1991-06-01" @default.
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- W2044920439 title "An Unbiased Estimator of the Covariance Matrix of the Mixed Regression Estimator" @default.
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- W2044920439 doi "https://doi.org/10.1080/01621459.1991.10475063" @default.
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