{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,7]],"date-time":"2026-02-07T21:16:44Z","timestamp":1770499004829,"version":"3.49.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2002,7,17]],"date-time":"2002-07-17T00:00:00Z","timestamp":1026864000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,10]]},"abstract":"<jats:p>In this paper, we consider a linear regression model when relevant \nregressors are omitted. We derive the explicit formulae for \nthe predictive mean squared errors (PMSEs) of the Stein-rule \n(SR) estimator, the positive-part Stein-rule (PSR) estimator, \nthe minimum mean squared error (MMSE) estimator, and the adjusted \nminimum mean squared error (AMMSE) estimator. It is shown \nanalytically that the PSR estimator dominates the SR estimator \nin terms of PMSE even when there are omitted relevant regressors. \nAlso, our numerical results show that the PSR estimator and \nthe AMMSE estimator have much smaller PMSEs than the ordinary \nleast squares estimator even when the relevant regressors are \nomitted.<\/jats:p>","DOI":"10.1017\/s0266466602185033","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T17:03:05Z","timestamp":1037293385000},"page":"1086-1098","source":"Crossref","is-referenced-by-count":13,"title":["PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION \nMODEL WHEN RELEVANT REGRESSORS ARE OMITTED"],"prefix":"10.1017","volume":"18","author":[{"given":"Akio","family":"Namba","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2002,7,17]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602185033","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,6]],"date-time":"2019-05-06T20:32:52Z","timestamp":1557174772000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602185033\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,7,17]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2002,10]]}},"alternative-id":["S0266466602185033"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602185033","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,7,17]]}}}