Cited by 144Advanced Statistical Methods and ModelsStatistical and numerical algorithmsStatistical Methods and Applications

The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.

A Note on Regression When There is Extraneous Information About One of the Coefficients

Durbin, J.·1953·Journal of the American Statistical Association

DOI 10.1080/01621459.1953.10501201

Open this paper in CoChat — free account

Abstract

(1953). A Note on Regression When There is Extraneous Information About One of the Coefficients. Journal of the American Statistical Association: Vol. 48, No. 264, pp. 799-808.

Integrity signals

Registry

Crossref · 10.1080/01621459.1953.10501201

Cites

3 of 3 references verified0 citation errors · 0 not checkable

Statistics

Recomputing p-values needs the paper’s full text.

Claims the paper makes

This paper’s full text isn’t openly available, so its claims and self-check weren’t run. The registry and citation checks still apply.

Claims other papers make about this one

Each is checked against this paper’s own text: does it say what the citing paper says it does?

THE GENERALIZATION OF ‘STUDENT'S’ PROBLEM WHEN SEVERAL DIFFERENT POPULATION VARLANCES ARE INVOLVED
WELCH, B. L. (1947) · Biometrika · doi:10.1093/biomet/34.1-2.28 · Cited by 4,135
IV.—On Least Squares and Linear Combination of Observations
Aitken, A. C. (1936) · Proceedings of the Royal Society of Edinburgh · doi:10.1017/s0370164600014346 · Cited by 950
THE DEMAND FOR FOOD IN THE UNITED KINGDOM BEFORE THE WAR
Stone, R. (1951) · Metroeconomica · doi:10.1111/j.1467-999x.1951.tb00074.x · Cited by 9

Show all 3 references

Research works printed but not linked: 1

Welch B. L., 1947, Biometrika, 34, 28

Sorted by citations

Empirical Strategies in Labor Economics
Angrist, J. D., & Krueger, A. B. (1999) · Handbook of Labor Economics · doi:10.1016/s1573-4463(99)03004-7 · Cited by 1,628
The Effect of Age at School Entry on Educational Attainment: An Application of Instrumental Variables with Moments from Two Samples
Angrist, J. D., & Krueger, A. B. (1992) · Journal of the American Statistical Association · doi:10.1080/01621459.1992.10475212 · Cited by 463
The Effect of Age at School Entry on Educational Attainment: An Application of Instrumental Variables with Moments from Two Samples
Angrist, J. D., & Krueger, A. B. (1990) · National Bureau of Economic Research · doi:10.3386/w3571 · Cited by 445
On Pure and Mixed Statistical Estimation in Economics
Theil, H., & Goldberger, A. S. (1992) · Advanced studies in theoretical and applied econometrics · doi:10.1007/978-94-011-2546-8_18 · Cited by 404
Surveys in Applied Economics: Models of Consumer Behaviour
Brown, A. J., & Deaton, A. (1972) · The Economic Journal · doi:10.2307/2231303 · Cited by 347
Inequality Restrictions in Regression Analysis
Judge, G. G., & Takayama, T. (1966) · Journal of the American Statistical Association · doi:10.1080/01621459.1966.10502016 · Cited by 195
Syndemics and Health Disparities: A Methodological Note
Tsai, A. C., & Venkataramani, A. S. (2016) · AIDS and Behavior · doi:10.1007/s10461-015-1260-2 · Cited by 176
On Least Squares with Insufficient Observations
Chipman, J. S. (1964) · Journal of the American Statistical Association · doi:10.1080/01621459.1964.10480751 · Cited by 183
Technology and Scale in Electricity Generation
Dhrymes, P. J., & Kurz, M. (1964) · Econometrica · doi:10.2307/1913038 · Cited by 105
The Market Demand for Durable Goods
Stone, R., & Rowe, D. A. (1957) · Econometrica · doi:10.2307/1907959 · Cited by 92
Maximum Likelihood and Bayesian Estimation of Transition Probabilities
Lee, T. C., Judge, G. G., & Zellner, A. (1968) · Journal of the American Statistical Association · doi:10.1080/01621459.1968.10480918 · Cited by 67
The Likelihood Approach to Pooling Cross-Section and Time-Series Data
Maddala, G. S. (1971) · Econometrica · doi:10.2307/1909668 · Cited by 60
An alternative stochastic restricted Liu estimator in linear regression
Yang, H., & Xu, J. (2007) · Statistical Papers · doi:10.1007/s00362-007-0102-3 · Cited by 56
A new stochastic mixed ridge estimator in linear regression model
Li, Y., & Yang, H. (2008) · Statistical Papers · doi:10.1007/s00362-008-0169-5 · Cited by 54
A stochastic restricted ridge regression estimator
Özkale, M. R. (2009) · Journal of Multivariate Analysis · doi:10.1016/j.jmva.2009.02.005 · Cited by 50
Models of Consumer Behaviour
Brown, A. J., & Deaton, A. (1973) · Palgrave Macmillan UK eBooks · doi:10.1007/978-1-349-01860-4_4 · Cited by 49
A mean square error test when stochastic restrictions are used in regression
Yancey, T. A., Judge, G. G., & Bock, M. E. (1974) · Communications in Statistics · doi:10.1080/03610927408827175 · Cited by 38
Chapter 5 Model choice and specification analysis
Leamer, E. E. (1983) · Handbook of econometrics · doi:10.1016/s1573-4412(83)01009-0 · Cited by 37
Frontiers: The Identity Fragmentation Bias
Lin, T., & Misra, S. (2022) · Marketing Science · doi:10.1287/mksc.2022.1360 · Cited by 33
A Further Study of Predictions in Linear Mixed Models
Yang, H., Ye, H., & Xue, K. (2014) · Communication in Statistics- Theory and Methods · doi:10.1080/03610926.2012.725497 · Cited by 32
An Application of Econometric Models to International Marketing
Armstrong, J. S. (1970) · Journal of Marketing Research · doi:10.1177/002224377000700206 · Cited by 32
A new ridge-type estimator in stochastic restricted linear regression
Li, Y., & Yang, H. (2010) · Statistics · doi:10.1080/02331880903573153 · Cited by 31
The Formation of Econometrics
Qin, D. (1997) · doi:10.1093/0198292872.001.0001 · Cited by 29
Time series forecasts and extra‐model information
Pankratz, A. (1989) · Journal of Forecasting · doi:10.1002/for.3980080202 · Cited by 28
The Early Use of Matrix Diagonal Increments in Statistical Problems
Piegorsch, W. W., & Casella, G. (1989) · SIAM Review · doi:10.1137/1031089 · Cited by 27
The ET Interview: Professor James Durbin
Phillips, P. C. B. (1988) · Econometric Theory · doi:10.1017/s0266466600011907 · Cited by 27
Updating annual state- and county-level forest inventory estimates with data assimilation and FIA data
Hou, Z., Domke, G. M., Russell, M. B., Coulston, J. W., Nelson, M. D., Xu, Q., & McRoberts, R. E. (2020) · Forest Ecology and Management · doi:10.1016/j.foreco.2020.118777 · Cited by 27
An Application of Econometric Models to International Marketing
Armstrong, J. S. (1970) · Journal of Marketing Research · doi:10.2307/3150108 · Cited by 24
Experimental Evidence on Combining Cross-Section and Time Series Information
Johnson, K. H., & Lyon, H. L. (1973) · The Review of Economics and Statistics · doi:10.2307/1925669 · Cited by 24
The weighted ridge estimator in stochastic restricted linear measurement error models
Ghapani, F., Rasekh, A., & Babadi, B. (2016) · Statistical Papers · doi:10.1007/s00362-016-0786-3 · Cited by 22
Determinacy in the Linear Model: Gauss to Bose and Koopmans
Aldrich, J. (1999) · International Statistical Review · doi:10.1111/j.1751-5823.1999.tb00427.x · Cited by 21
Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
Leiva, V., Liu, S., Ши, Л., & Cysneiros, F. J. A. (2015) · Journal of Applied Statistics · doi:10.1080/02664763.2015.1072140 · Cited by 18
MODELS FOR DEMAND PROJECTIONS
Stone, R. (2014) · Elsevier eBooks · doi:10.1016/b978-1-4832-0058-3.50020-0 · Cited by 18
Mixed Liu estimator in linear measurement error models
Ghapani, F., & Babadi, B. (2017) · Communication in Statistics- Theory and Methods · doi:10.1080/03610926.2017.1321768 · Cited by 16
Two kinds of restricted modified estimators in linear regression model
Li, Y., & Yang, H. (2010) · Journal of Applied Statistics · doi:10.1080/02664763.2010.505951 · Cited by 14
Linear restrictions, rank reduction, and biased estimation in linear regression
Chipman, J. S. (1999) · Linear Algebra and its Applications · doi:10.1016/s0024-3795(98)10138-6 · Cited by 12
Prior information in econometric real estate appraisal: a mixed estimation procedure
Doszyń, M. (2021) · Journal of European real estate research · doi:10.1108/jerer-11-2020-0057 · Cited by 11
A stochastic restrictedk–dclass estimator
Yang, H., & Wu, J. (2011) · Statistics · doi:10.1080/02331888.2011.555547 · Cited by 11
Estimation Analogies in Control
Havenner, A., & Craine, R. (1981) · Journal of the American Statistical Association · doi:10.1080/01621459.1981.10477733 · Cited by 11
New Stochastic Restricted Biased Regression Estimators
Dawoud, İ., & Eledum, H. Y. (2024) · Mathematics · doi:10.3390/math13010015 · Cited by 10
Estimation in Singular Linear Models with Stochastic Linear Restrictions
Xu, J., & Yang, H. (2007) · Communication in Statistics- Theory and Methods · doi:10.1080/03610920601126530 · Cited by 10
Detection of Outliers and Influential Observations in Linear Ridge Measurement Error Models with Stochastic Linear Restrictions
Ghapani, F., Rasekh, A., Akhoond, M. R., & Babadi, B. (2015) · DOAJ (DOAJ: Directory of Open Access Journals) · Cited by 10
QML Estimators in Linear Regression Models with Functional Coefficient Autoregressive Processes
Hu, H. (2010) · Mathematical Problems in Engineering · doi:10.1155/2010/956907 · Cited by 9
A robust counterpart approach for the ridge estimator to tackle outlier effect in restricted multicollinear regression models
Roozbeh, M., Maanavi, M., & Mohamed, N. A. (2023) · Journal of Statistical Computation and Simulation · doi:10.1080/00949655.2023.2243361 · Cited by 9
A Stochastic Restricted Principal Components Regression Estimator in the Linear Model
He, D., & Wu, Y. (2014) · The Scientific World JOURNAL · doi:10.1155/2014/231506 · Cited by 9
ON ECONOMISTS' BELIEF IN THE LAW OF SMALL NUMBERS
Busche, K., & Kennedy, P. (1984) · Economic Inquiry · doi:10.1111/j.1465-7295.1984.tb00708.x · Cited by 9
Feasible robust Liu estimator to combat outliers and multicollinearity effects in restricted semiparametric regression model
Altukhaes, W. B., Roozbeh, M., & Mohamed, N. A. (2024) · AIMS Mathematics · doi:10.3934/math.20241519 · Cited by 8
Might expert knowledge improve econometric real estate mass appraisal?
Doszyń, M. (2022) · The Journal of Real Estate Finance and Economics · doi:10.1007/s11146-022-09891-3 · Cited by 8
Stochastic response restrictions
Haupt, H., & Oberhofer, W. (2004) · Journal of Multivariate Analysis · doi:10.1016/j.jmva.2004.08.006 · Cited by 8
Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model
Kayanan, M., & Wijekoon, P. (2020) · Journal of Probability and Statistics · doi:10.1155/2020/7352097 · Cited by 8
A SPECIFICATION BIAS INTERPRETATION OF CROSS‐SECTION VS. TIME SERIES PARAMETER ESTIMATES
Aigner, D. J., & Simon, J. L. (1970) · Economic Inquiry · doi:10.1111/j.1465-7295.1970.tb01084.x · Cited by 8
A test of the rational expectations hypothesis using data from a natural experiment
Conte, A., Moffatt, P. G., Botti, F., Cagno, D. T. D., & D’Ippoliti, C. (2011) · Applied Economics · doi:10.1080/00036846.2011.597734 · Cited by 8
Long-Range Forecasting for a Consumer Durable in an International MarketPreprint
Armstrong, J. S. (2011) · SSRN Electronic Journal · doi:10.2139/ssrn.1969710 · Cited by 8
A comparison of mixed and minimax estimators of linear models
Timo Teräsvirta, Y. (1981) · Communication in Statistics- Theory and Methods · doi:10.1080/03610928108828148 · Cited by 8
On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion
Wu, J. (2013) · Journal of Applied Mathematics · doi:10.1155/2013/858794 · Cited by 7
On the Stochastic Restricted Almost Unbiased Estimators in Linear Regression Model
Wu, J., & Yang, H. (2013) · Communications in Statistics - Simulation and Computation · doi:10.1080/03610918.2012.704540 · Cited by 7
On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression
Liu, C., Yang, H., & Wu, J. (2013) · Journal of Applied Mathematics · doi:10.1155/2013/902715 · Cited by 7
Mean shift and influence measures in linear measurement error models with stochastic linear restrictions
Ghapani, F., Rasekh, A., & Babadi, B. (2015) · Communications in Statistics - Simulation and Computation · doi:10.1080/03610918.2015.1122047 · Cited by 7
A new stochastic restricted Liu-type estimator in linear regression model
Yıldız, N. (2017) · Communications in Statistics - Simulation and Computation · doi:10.1080/03610918.2017.1373813 · Cited by 7
Econometric Models of Real Estate Prices with Prior Information. Mixed Estimation
Doszyń, M. (2022) · Real Estate Management and Valuation · doi:10.2478/remav-2022-0021 · Cited by 6
THE RELATIONSHIP BETWEEN RIDGE REGRESSION AND THE MINIMUM MEAN SQUARE ERROR ESTIMATOR OF CHIPMAN
Bacon, R. W., & Hausman, J. A. (1974) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1974.mp36002004.x · Cited by 6
On the Stochastic Restricted r-k Class Estimator and Stochastic Restricted r-d Class Estimator in Linear Regression Model
Wu, J. (2014) · Journal of Applied Mathematics · doi:10.1155/2014/173836 · Cited by 5
Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression
Wu, J., & Yang, H. (2013) · Communication in Statistics- Theory and Methods · doi:10.1080/03610926.2011.639004 · Cited by 5
Mixed Estimation and the Expansion Method: An Application to the Spatial Modelling of the AIDS Epidemic
Casetti, E. (1997) · Advances in spatial science · doi:10.1007/978-3-662-03499-6_2 · Cited by 5
The Bayesian Approach to Research in Economic Education
Kennedy, P. (1986) · The Journal of Economic Education · doi:10.1080/00220485.1986.10845142 · Cited by 5
THE THEORY OF MIXED ESTIMATION IN ECONOMETRIC MODELING
CONWAY, R. N., & Mittelhammer, R. C. (1986) · Studies in Economics and Finance · doi:10.1108/eb028665 · Cited by 5
THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS
Judge, G. G., & Yancey, T. A. (1969) · Metroeconomica · doi:10.1111/j.1467-999x.1969.tb00776.x · Cited by 5
Agriculture and dairy in Eastern Europe after transition focused on Poland and Hungary
Tonini, A. (2007) · doi:10.18174/44380 · Cited by 5
Small area estimation using nested-error models and auxiliary data
Harter, R. (1983) · doi:10.31274/rtd-180813-8573 · Cited by 5
Optimal ridge estimation in the restricted logistic semiparametric regression models using generalized cross-validation
Roozbeh, M. (2025) · Journal of Applied Statistics · doi:10.1080/02664763.2025.2541252 · Cited by 4
Likelihood-based estimation and prediction for a measles outbreak in Samoa
Wu, D. H., Petousis‐Harris, H., Paynter, J., Suresh, V., & Maclaren, O. J. (2023) · Infectious Disease Modelling · doi:10.1016/j.idm.2023.01.007 · Cited by 4
Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model
Wu, J., & Liu, C. (2014) · Journal of Applied Mathematics · doi:10.1155/2014/508793 · Cited by 4
POOLING TIME SERIES AND CROSS SECTION DATA: A MINIMUM CHI‐SQUARED APPROACH*
Buse, A. (1981) · Manchester School · doi:10.1111/j.1467-9957.1981.tb00949.x · Cited by 4
Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
Singh, S., Jain, K., & Sharma, S. (2012) · Journal of Multivariate Analysis · doi:10.1016/j.jmva.2012.04.013 · Cited by 4
Estimation in Singular Linear Models with Stochastic Linear Restrictions and Linear Equality Restrictions
Yang, H., & Wu, J. (2011) · Communication in Statistics- Theory and Methods · doi:10.1080/03610926.2010.510256 · Cited by 4
Modelling dairy supply for Hungary and Poland by generalised maximum entropy using prior information
Tonini, A., & Jongeneel, R. A. (2008) · European Review of Agricultural Economics · doi:10.1093/erae/jbn018 · Cited by 4
An extension of mixed estimation, with an application to forecasting new product growth
Kennedy, P. (1991) · Empirical Economics · doi:10.1007/bf01206036 · Cited by 4
The Existence of a World Demand for Money Function: Preliminary Results
Frowen, S. F., & Kouris, G. (1977) · Credit and Capital Markets – Kredit und Kapital · doi:10.3790/ccm.10.1.1 · Cited by 4
Unmodeled Error Analysis on Trajectory and Orbital Estimation
Bush, N. (1971) · Technometrics · doi:10.1080/00401706.1971.10488785 · Cited by 3
Robust Liu Estimator Used to Combat Some Challenges in Partially Linear Regression Model by Improving LTS Algorithm Using Semidefinite Programming
Altukhaes, W. B., Roozbeh, M., & Mohamed, N. A. (2024) · Mathematics · doi:10.3390/math12172787 · Cited by 3
A new stochastic mixed Liu estimator in linear regression model
Li, Y. (2018) · Communication in Statistics- Theory and Methods · doi:10.1080/03610926.2018.1549250 · Cited by 3
On the equivalence of pooled and mixed estimation
Buse, A. (1997) · Statistical Papers · doi:10.1007/bf02925225 · Cited by 3
Generalized approach to the problem of regression
Partyka, D., & Zaja̧c, J. (2015) · Analysis and Mathematical Physics · doi:10.1007/s13324-014-0096-7 · Cited by 3
Linear Model Estimation With Extraneous Estimates of a Parameter Subset, With an Application to Aircraft Tracking
Passi, R. M. (1979) · Technometrics · doi:10.1080/00401706.1979.10489821 · Cited by 3
Restricted forecasts and economic target monitoring: An application to the Spanish Consumer Price Index
Alvárez, L. J., Delrieu, J. C., & Jareño, J. (1997) · Journal of Policy Modeling · doi:10.1016/s0161-8938(96)00056-7 · Cited by 3
On a pooled estimator and its finite-sample moments
Mikhail, W. M., & Ghazal, G. A. (1991) · Journal of Econometrics · doi:10.1016/0304-4076(91)90038-f · Cited by 3
Consistent Projections in Multi-Sector Models
Stone, R. (1967) · Palgrave Macmillan UK eBooks · doi:10.1007/978-1-349-08461-6_9 · Cited by 3
Empirical Studies of Demand
Hood, W. C. (1955) · The Canadian Journal of Economics and Political Science · doi:10.2307/138202 · Cited by 3
The Identity Fragmentation BiasPreprint
Lin, T., & Misra, S. (2019) · SSRN Electronic Journal · doi:10.2139/ssrn.3507185 · Cited by 3
On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
Yıldız, N. (2016) · Communications in Statistics - Simulation and Computation · doi:10.1080/03610918.2016.1235189 · Cited by 2
Stochastic restricted estimation in partially linear additive errors-in-variables models
Wei, C., & Yang, J. (2018) · Statistical Papers · doi:10.1007/s00362-018-0978-0 · Cited by 2
An application of econometric models to international marketing
Armstrong, A. S. P. J. (1970) · The International Executive · doi:10.1002/tie.5060120411 · Cited by 2
On the estimation of generalized linear probability model involving discrete random variables
Roy, A. R., & Srivastava, V. K. (1968) · Annals of the Institute of Statistical Mathematics · doi:10.1007/bf02911657 · Cited by 2
Missing agricultural price data: an application of mixed estimation
Castillo, M. J., Useche, P., & Moss, C. B. (2008) · Applied Economics Letters · doi:10.1080/13504850802167207 · Cited by 2
The Identity Fragmentation BiasPreprint
Lin, T., & Misra, S. (n.d.) · RePEc: Research Papers in Economics · Cited by 2
A New Biased Stochastic Estimator for the Regression Model When There Are Problems of Multicollinearity and Heterogeneity
Al-Dulaimi, R. J. H., & Alheety, M. I. (2022) · International Conference on Contemporary Information Technology and Mathematics (ICCITM) · doi:10.1109/iccitm56309.2022.10031912 · Cited by 1
On Diagnostics in Stochastic Restricted Linear Regression Models
Wang, S., Liu, M., & Deng, X. (2014) · Open Journal of Statistics · doi:10.4236/ojs.2014.49071 · Cited by 1
Deriving Restricted Least Squares without a Lagrangean
Vahid, F., Alvárez, L. J., Dolado, J. J., Paruolo, P., & Zheng, J. X. (1994) · Econometric Theory · doi:10.1017/s0266466600008574 · Cited by 1
Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
Li, Y. (2016) · Communication in Statistics- Theory and Methods · doi:10.1080/03610926.2015.1137598 · Cited by 1
Ridge stochastic restricted estimators in semiparametric linear measurement error models
Emami, H. (2018) · Journal of the Iranian Statistical Society · doi:10.29252/jirss.17.2.9 · Cited by 1

Authors: Durbin, J.
Affiliations: London School of Economics and Political Science (GB)
Corresponding author: Durbin, J.
Venue: Journal of the American Statistical Association
Publisher: Informa UK Limited
Published: 1953-12
Volume: 48
Issue: 264
Pages: 799-808
ISSN: 0162-1459 (ISSN-L)
1537-274X
DOI: 10.1080/01621459.1953.10501201
OpenAlex: W1983547829
Cited by: 143
References: 3
Citations by year: 2026: 1 · 2025: 1 · 2024: 5 · 2023: 3 · 2022: 6 · 2021: 1 · 2020: 4 · 2019: 1 · 2018: 3 · 2017: 2 · 2016: 3 · 2015: 5 · 2014: 7 · 2013: 5 · 2012: 2
FWCI: 1.56
Type: journal article
Language: en
Open access: closed
Locations: Journal of the American Statistical Association (publishedVersion)
UCL Discovery (University College London) (submittedVersion)
Topics: Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
Keywords: regression analysis, extraneous information, Bayesian regression, prior distributions, parameter estimation

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

Are you an author, or do you see a problem with this page? Request a review

A Note on Regression When There is Extraneous Information About One of the Coefficients

Abstract

Overview

Integrity signals

Verification

Claims the paper makes

Claims other papers make about this one

Citations

Cites

Cited by

Related

Metadata

Record

About these checks