# MSE-Improvement of the Least Squares Estimator by Dropping Variables.

Metrika (1993)

- Volume: 40, Issue: 5, page 263-269
- ISSN: 0026-1335; 1435-926X/e

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topLiski, Erkki P., and Trenkler, Götz. "MSE-Improvement of the Least Squares Estimator by Dropping Variables.." Metrika 40.5 (1993): 263-269. <http://eudml.org/doc/176472>.

@article{Liski1993,

author = {Liski, Erkki P., Trenkler, Götz},

journal = {Metrika},

keywords = {mean squared error superiority; variance of the least squares estimator; mean squared error-matrix criterion; dropping variables; mean shift model; reduced model; full model; uniformly most powerful -statistic},

number = {5},

pages = {263-269},

title = {MSE-Improvement of the Least Squares Estimator by Dropping Variables.},

url = {http://eudml.org/doc/176472},

volume = {40},

year = {1993},

}

TY - JOUR

AU - Liski, Erkki P.

AU - Trenkler, Götz

TI - MSE-Improvement of the Least Squares Estimator by Dropping Variables.

JO - Metrika

PY - 1993

VL - 40

IS - 5

SP - 263

EP - 269

KW - mean squared error superiority; variance of the least squares estimator; mean squared error-matrix criterion; dropping variables; mean shift model; reduced model; full model; uniformly most powerful -statistic

UR - http://eudml.org/doc/176472

ER -

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