WEN Zhonglin. FURTHER DISCUSSION ON A PRIOR ESTIMATOR FOR PART OF A PARAMETER VECTOR AND PIECEWISE REGRESSION[J]. Chinese Journal of Applied Probability and Statistics, 1988, 4(3): 232-239.
Citation:
WEN Zhonglin. FURTHER DISCUSSION ON A PRIOR ESTIMATOR FOR PART OF A PARAMETER VECTOR AND PIECEWISE REGRESSION[J]. Chinese Journal of Applied Probability and Statistics, 1988, 4(3): 232-239.
WEN Zhonglin. FURTHER DISCUSSION ON A PRIOR ESTIMATOR FOR PART OF A PARAMETER VECTOR AND PIECEWISE REGRESSION[J]. Chinese Journal of Applied Probability and Statistics, 1988, 4(3): 232-239.
Citation:
WEN Zhonglin. FURTHER DISCUSSION ON A PRIOR ESTIMATOR FOR PART OF A PARAMETER VECTOR AND PIECEWISE REGRESSION[J]. Chinese Journal of Applied Probability and Statistics, 1988, 4(3): 232-239.
FURTHER DISCUSSION ON A PRIOR ESTIMATOR FOR PART OF A PARAMETER VECTOR AND PIECEWISE REGRESSION
In this paper, we consider linear regression model Y=Xβ+ε, ε～（0, σ2W） with a prior estimator for some component of the parameter vector β. Three different estimators of β are compared. We extend and correct the results in "Prior Information in Linear Models", by Helge Toutenburg, and get some good results.
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