R. Carter Hill

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All published works

Action	Title	Year	Authors
+	Rejoinder to Harville (2022) and Christensen (2022) Comments on “On the Power of the <i>F</i>-test for Hypotheses in a Linear Model,” by Griffiths and Hill (2022)	2022	William E. Griffiths R. Carter Hill
+	On the Power of the <i>F</i>-test for Hypotheses in a Linear Model	2021	William E. Griffiths R. Carter Hill
+	Regression Discontinuity Designs	2017	R. Carter Hill
+	Shrinkage Estimation in the Random Parameters Logit Model	2016	Tong Zeng R. Carter Hill
+ PDF Chat	Shrinkage Estimation in the Random Parameters Logit Model	2016	Tong Zeng R. Carter Hill
+	Collinearity Diagnostics in gretl	2015	Lee C. Adkins Melissa S. Waters R. Carter Hill
+	Shrinkage Estimation in the Random Parameters Logit Model	2014	R. Carter Hill Tong Zeng
+	Teaching basic econometric concepts using Monte Carlo simulations in Excel	2013	Geneviève Briand R. Carter Hill
+	The Hausman pretest estimator	2010	Viera Chmelarova R. Carter Hill
+	Pretest Estimation in the Random Parameters Logit Model	2010	Tong Zeng R. Carter Hill
+	Bootstrap Inferences in Heteroscedastic Sample Selection Models: A Monte Carlo Investigation	2007	Lee C. Adkins R. Carter Hill
+	Imposing parameter inequality restrictions using the principle of maximum entropy	2006	Randall C. Campbell R. Carter Hill
+	A Monte Carlo study of the effect of design characteristics on the inequality restricted maximum entropy estimator	2005	Randall C. Campbell R. Carter Hill
+	Finite Sample Properties of the Hausman Test	2004	Viera Chmelarova R. Carter Hill
+	Collinearity	2003	R. Carter Hill Lee C. Adkins
+	Performance of Bandwidth Selection Rules for the Local Linear Regression	2001	R. Carter Hill Kang-sun Lee
+	Using Excel for Undergraduate econometrics, 2nd ed.	2001	R. Carter Hill Karen Gutermuth
+	Jackknifing the bootstrap: some monte carlo evidence	1997	R. Carter Hill Phillip A. Cartwright Adam Nielsen Julia F. Arbaugh
+	Using Prior Information in the Probit Model: Empirical Risks of Bayes, Empirical Bayes, and Stein Estimators	1996	Lee C. Adkins R. Carter Hill
+	Bayesian methods applied to time series data	1996	Thomas B. Fomby R. Carter Hill
+	The Box-Cox transformation-of-variables in regression	1993	Minbo Kim R. Carter Hill
+	Learning and Practicing Econometrics: SAS Handbook	1993	R. Carter Hill
+	The Effects of Extrapolation on Minimax Stein-Rule Prediction* *The authors would like to thank Minbo Kim and Shengyi Guo for their valuable research assistance on this research project. The authors received useful comments from Roger Koenker, Mary Ellen Bock and Jim Chalfant. Any errors are, of course, the responsibility of the authors. Fomby is grateful for the partial financial support provided by the Federal Reserve Bank of Dallas while this research was in progress, especially during the …	1992	R. Carter Hill Thomas B. Fomby
+	The use of biased predictors in marketing research	1991	R. Carter Hill Phillip A. Cartwright Julia F. Arbaugh
+	A Primer on the Use of Canonical Forms and Transformations in the Linear Regression Model	1991	Lee C. Adkins R. Carter Hill B. Chase Russell
+	The RLS Positive‐Part Stein Estimator	1990	Lee C. Adkins R. Carter Hill
+	An improved confidence ellipsoid for the linear regression model	1990	Lee C. Adkins R. Carter Hill
+	An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss	1990	George G. Judge R. Carter Hill Mary Ellen Bock
+	Improved estimation under collinearity and squared error loss	1990	R. Carter Hill George G. Judge
+	Risk characteristics of a stein-like estimator for the probit regression model	1989	Lee C. Adkins R. Carter Hill
+	Small Sample Properties of Probit Model Estimators	1987	William E. Griffiths R. Carter Hill Peter J. Pope
+	Small Sample Properties of Probit Model Estimators	1987	William E. Griffiths R. Carter Hill Peter J. Pope
+	Improved prediction in the presence of multicollinearity	1987	R. Carter Hill George G. Judge
+	The relative efficiency of a robust generalized Bayes estimator in a linear regression model with multicollinearity	1986	Thomas B. Fomby R. Carter Hill
+	The risk of general Stein-like estimators in the presence of multicollinearity	1984	R. Carter Hill Rod F. Ziemer
+	Feasible Generalized Least Squares Estimation	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Special Topics in Simultaneous Equations	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Multicollinearity and the Minimax Conditions of the Bock Stein-like Estimator	1984	Thomas B. Fomby R. Carter Hill
+	Preliminary Test and Stein-Rule Estimators	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Limited Information Estimation	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Heteroscedasticity	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Multicollinearity	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Unobservable Variables	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Point Estimation and Tests of Hypotheses in Small Samples	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Lagged Dependent Variables and Autocorrelation	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Review of Ordinary Least Squares and Generalized Least Squares	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Reduced Form Estimation and Prediction in Simultaneous Equations Models	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Use of Prior Information	1984	Thomas B. Fomby Stanley R. Johnson R. Carter Hill
+	Missing regressor values under conditions of multicollinearity	1983	R. Carter Hill Rod F. Ziemer
+	The application of generalized ridge and stein-like general minimax rules to multicollinear data	1982	R. Carter Hill Rod F. Ziemer
+	Small sample performance of the Stein-Rule in non-orthogonal designs	1982	R. Carter Hill Rod F. Ziemer
+	Principal Components and Stein‐Like Estimation	1981	Rod F. Ziemer R. Carter Hill
+	Is the Regression Equation Adequate?-A Reply	1980	R. Carter Hill George G. Judge Thomas B. Fomby
+	Multicollinearity and the value of a priori information	1979	Thomas E. Fomby R. Carter Hill
+	On Testing the Adequacy of a Regression Model	1978	R. Carter Hill George G. Judge Thomas B. Fomby
+	On Testing the Adequacy of a Regression Model	1978	R. Carter Hill George G. Judge Thomas B. Fomby
+	Principal Components Estimators and Restricted Least Squares—An Alternative Perspective	1978	R. Carter Hill Stanley R. Johnson
+	Deletion Criteria for Principal Components Regression Analysis	1978	Thomas B. Fomby R. Carter Hill
+	An Optimal Property of Principal Components in the Context of Restricted Least Squares	1978	Thomas B. Fomby R. Carter Hill Stan R. Johnson
+	Component selection norms for principal components regression	1977	R. Carter Hill Thomas B. Fomby Stanley R. Johnson
+	Elements of partial differential equations. International series in pure and applied mathematics	1958	R. Carter Hill

Common Coauthors

Coauthor	Papers Together
Thomas B. Fomby	22
Stanley R. Johnson	14
Lee C. Adkins	8
George G. Judge	6
Rod F. Ziemer	5
Tong Zeng	4
William E. Griffiths	4
Peter J. Pope	2
Randall C. Campbell	2
Phillip A. Cartwright	2
Viera Chmelarova	2
Julia F. Arbaugh	2
Minbo Kim	1
Adam Nielsen	1
Melissa S. Waters	1
Mary Ellen Bock	1
Kang-sun Lee	1
Thomas E. Fomby	1
Karen Gutermuth	1
Geneviève Briand	1
B. Chase Russell	1
Stan R. Johnson	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics	1979	Rand R. Wilcox George G. Judge Mary Ellen Bock	15
+	An Optimal Property of Principal Components in the Context of Restricted Least Squares	1978	Thomas B. Fomby R. Carter Hill Stan R. Johnson	11
+	A Test of the Mean Square Error Criterion for Restrictions in Linear Regression	1968	Carlos Toro-Vizcarrondo T. D. Wallace	7
+	Ridge Regression: Applications to Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	7
+	A Test of the Mean Square Error Criterion for Restrictions in Linear Regression	1968	Carlos Toro-Vizcarrondo T. D. Wallace	6
+ PDF Chat	Estimation of the Mean of a Multivariate Normal Distribution	1981	Charles Stein	6
+	Journal of the Royal Statistical Society.	1923		5
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	5
+	On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means	1983	Dipak K. Dey James O. Berger	5
+ PDF Chat	Weaker Criteria and Tests for Linear Restrictions in Regression	1972	T. D. Wallace	5
+	An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss	1990	George G. Judge R. Carter Hill Mary Ellen Bock	5
+	The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics.	1978	R. W. Farebrother George G. Judge M. E. Bock	5
+	Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints	1985	Ron C. Mittelhammer	4
+	On assessing prior distributions and Bayesian regression analysis with g-prior distributions	1986	Arnold Zellner	4
+	Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation	1970	Donald W. Marquardt	4
+	Bootstrapping a Regression Equation: Some Empirical Results	1984	David A. Freedman Stephen C. Peters	4
+	Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability	1963	M. S. Bartlett	4
+	Component selection norms for principal components regression	1977	R. Carter Hill Thomas B. Fomby Stanley R. Johnson	4
+	MULTIPLE REGRESSION AND ESTIMATION OF THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION.	1964	Alvin Baranchik	4
+	Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound	1973	T.A. Yancey George G. Judge Mary Ellen Bock	4
+	Introduction to the Theory and Practice of Econometrics	1989	Eric R. Ziegel George G. Judge Peter Hill William E. Griffiths Helmut Lütkepohl Thomas C. M. Lee Helmut Lütkepohl	4
+	Minimum Variance Properties of Principal Component Regression	1975	Edward Greenberg	4
+	Stein's Estimation Rule and its Competitors—An Empirical Bayes Approach	1973	Bradley Efron Carl N. Morris	4
+	The extended Stein procedure for simultaneous model selection and parameter estimation	1987	George G. Judge Gang Yi T.A. Yancey Timo Teräsvirta	4
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	3
+	The Statistical Consequences of Preliminary Test Estimators in Regression	1973	Mary Ellen Bock T.A. Yancey George G. Judge	3
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	2000	Arthur E. Hoerl Robert W. Kennard	3
+	Journal of The American Statistical Association	2004	Stephen E. Fienberg	3
+	Minimax Adaptive Generalized Ridge Regression Estimators	1978	William E. Strawderman	3
+ PDF Chat	A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean	1980	James O. Berger	3
+	The risk of general Stein-like estimators in the presence of multicollinearity	1984	R. Carter Hill Rod F. Ziemer	3
+ PDF Chat	Minimax Estimators of the Mean of a Multivariate Normal Distribution	1975	Mary Ellen Bock	3
+	Principal Component Estimators and Minimum Mean Square Error Criteria in Regression Analysis	1972	R. W. Farebrother	3
+ PDF Chat	Sequential Methods in Model Construction	1972	T. D. Wallace V. G. Ashar	3
+	Limiting the Risk of Bayes and Empirical Bayes Estimators—Part II: The Empirical Bayes Case	1972	Bradley Efron Carl N. Morris	3
+	Regression analysis and problems of multicollinearity	1975	Richard F. Gunst J. T. Webster	3
+	Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis	1986	C. F. Jeff Wu	3
+	On the concept of non-significant functions and its implications for regression analysis	1981	Yair Mundlak	3
+ PDF Chat	Specification Tests in Econometrics	1978	Jerry A. Hausman	3
+	Regression Analysis and Problems of Multicollinearity	1975	Robert Mason Richard F. Gunst J. T. Webster	3
+	Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression	1973	George G. Judge T.A. Yancey Mary Ellen Bock	2
+	On the conditioning problem in generalized linear models	1992	Bo Segerstedt Hans Nyquist	2
+	Deletion Criteria for Principal Components Regression Analysis	1978	Thomas B. Fomby R. Carter Hill	2
+	The optimal set of principal component restrictions on a least-squares regression	1973	William F. Lott	2
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	2
+ PDF Chat	Some Asymptotic Theory for the Bootstrap	1981	Peter J. Bickel David A. Freedman	2
+	A multicollinearity diagnostic for the cox model with time dependent covariates	1996	Kyung‐Yul Lee Lisa A. Weissfeld	2
+	Pretest Estimation in Regression: A Survey	1977	T. D. Wallace	2
+ PDF Chat	Operational Techniques and Tables for Making Weak MSE Tests for Restrictions in Regressions	1972	J. H. Goodnight T. D. Wallace	2
+	The Heteroscedastic Linear Model: Exact Finite Sample Results	1978	William E. Taylor	2