Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>Multicollinearity and the Mean Square Error of Alternative Estimators

Econometrica: Mar, 1973, Volume 41, Issue 2

Multicollinearity and the Mean Square Error of Alternative Estimators

https://www.jstor.org/stable/1913493
p. 337-346

Martin S. Feldstein

The problem of collinearity suggests the search for an alternative to ordinary least squares which, although biased, might reduce the mean square error of the coefficient of interest. Two types of estimators are examined, and the corresponding mean square error loss functions are calculated.

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December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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