Weighted Stein Estimation Based on the Variances of Measurement
Yuan Yuan · Journal of Jiaxing University · 2007
Whittemore(1989) proposed Stein estimation of the unobserved true covariates,provided that the measurement error is Gaussian with known variance,when the variances of the measurement errors are equal in different observed points.The author puts forward the weighted estimating equation based on the variances of the measurement errors when the variances are unequal,the estimation solved from the equation being called the weighted Stein estimation.And its superiority could be proved through the simulation results.