To pool or not to pool: The quality bank case

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

Drawing on a recent hearing before the Federal Energy Regulatory Commission, this article illustrates how two statisticians on opposing sides, using two different approaches to the problem, arrived at the same estimator. The differences between the two approaches are highlighted and a proof for the equivalence of the two estimators is given.

Original languageEnglish (US)
Pages (from-to)150-152
Number of pages3
JournalAmerican Statistician
Volume41
Issue number2
DOIs
StatePublished - May 1987
Externally publishedYes

Keywords

  • Bartlett test
  • Chow test
  • Dummy variables
  • Heteroscedasticity
  • Seemingly unrelated regressions
  • Wald test

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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