Accession Number:

AD0687112

Title:

COMPARISON OF k-CLASS ESTIMATORS WHEN THE DISTURBANCES ARE SMALL.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s):

Report Date:

1969-04-11

Pagination or Media Count:

33.0

Abstract:

Asymptotic expansions of the variance of the disturbance around zero are found for the bias to order sigma squared and moment matrix to order sigma to the 4th power of all k-class estimators, including limited information maximum likelihood. The discussion relates the results to large sample asymptotic theory, Monte Carlo experiments and exact fixed-sample studies of linear simultaneous equation regression techniques. Several uniformities of interest are found. Author

Subject Categories:

  • Economics and Cost Analysis
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE