Almost unbiased estimation in multiplicative models |
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Authors: | Y. P. Chaubey B. Singh |
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Affiliation: | (1) Concordia University, Loyola Campus, 7141 Sherbrooke Str. W, H4B 1R6 Montreal, Quebec, Canada |
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Abstract: | In the lognormal linear models the estimation of constant term presents problems. In this paper we use weighted jackknife procedure (suggested by Hinkley 1977) for reducing the bias of the maximum likelihood estimator. The resulting estimator is unbiased upto order (1/T),T being the number of observations, and has the same MSE as that of the MLE to the same order of approximation; moreover, being the jackknife estimator it enjoys all the desirable large sample properties like any other jackknife estimator. The research of this author is partially supported through a research grant from NSERC of Canada. |
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