Home

ISRT, University of Dhaka

Institute of Statistical Research and Training

Site Navigation

  • JSR
    • All Articles
    • Articles by Vol. No. Year
  • Training
  • Publications
    • MS Theses
  • Seminar
  • People
    • Alumni
    • All Faculty
    • Professor
    • Associate Professor
    • Assistant Professor
    • Lecturer
    • Supernumerary Professor
    • Former Faculty
    • Former Directors
Home
    • Home
    • News
    • Contact

Quick Links

Webmail Login
Students' Support Forum

Navigation

  • Create content
    • Alumni Profile

A Class of Estimators of Regression Coefficient for Sign Change Problem in Measurement Error Models

 

Shalabh and A.T.K. Wan (2007). A Class of Estimators of Regression Coefficient for Sign Change Problem in Measurement Error Models. Journal of Statistical Research, Vol. 41, No. 2, pp.  63-72.

 

Abstract

Srivastava and Shalabh (1997a, Journal of Econometrics) proposed a class of Stein-like consistent estimators for estimating the slope coefficient in a single explanatory variable ultrastructural model. This paper studies the sign reversal problem of this class of estimators and proposes an alternative class of improved estimators along the lines of the double-k class estimators of Ullah and Ullah (1978, Econometrica) that overcomes this problem. Large sample asymptotic properties of the proposed estimators are studied for the case where the distributions of the measurement errors are not necessarily normal.

 

Download Fulltext (v41n2p63.pdf)

 

Information for

Prospective Students
Visitors
Parents or Guardians

Resources

List of Bangladeshi Universities
Statistics Departments (by country)
Statistical Journals

© 1999-2009, ISRT, University of Dhaka, Bangladesh
Site established: 22 June 1999