Some remarks on the undersized sample problem in econometrics |
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Authors: | Geert Joosten |
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Institution: | University of Groningen, Groningen, The Netherlands |
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Abstract: | This paper discusses three approaches to the problem of undersized samples: the estimable function, the generalized inverse and the principal component method. It turns out that the k-class estimation methods amount to ordinary least squares if use is made of estimable function or generalized inverses. The generalized inverse approach is a special case of the estimable function approach and of the principal component solution. |
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