A NOTE ON REGRESSION WHEN THERE IS EXTRANEOUS INFORMATION ABOUT ONE OF THE COEFFICIENTS

成果类型:
Article
署名作者:
DURBIN, J
刊物名称:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN:
0162-1459
DOI:
10.2307/2281073
发表日期:
1953
页码:
799-808
关键词:
摘要:
A method is given for incorporating into a multiple regression problem an extraneous estimate of one of the coefficients and its variance. It is shown to be more efficient than the usual procedure of using the estimated coefficient directly to correct observed values of the dependent variate. A numerical example is given.