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Pretest Estimation in Regression: A Survey
Author(s) -
Wallace T. Dudley
Publication year - 1977
Publication title -
american journal of agricultural economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.949
H-Index - 111
eISSN - 1467-8276
pISSN - 0002-9092
DOI - 10.2307/1239645
Subject(s) - estimator , econometrics , statistics , estimation , regression analysis , regression , test (biology) , outcome (game theory) , econometric model , psychology , mathematics , economics , mathematical economics , management , paleontology , biology
Data are often used to test hypotheses, the outcome of which influences the final model, and the same data are used in estimating the parameters of the final model. This paper reviews the properties of such pretest estimators and surveys recent work on optimal pretest critical values. Implications are drawn for applied econometric research.