Ünal, DenizAkdeniz, Fikri2017-01-062017-01-062006Ünal, D., Akdeniz, F. (2006). The iterative stein rule estimator of the disturbance variance in a linear regression model when the proxy variables are used. Selcuk Journal of Applied Mathematics, 7 (2), 13-25.1302-7980https://hdl.handle.net/20.500.12395/3751http://sjam.selcuk.edu.tr/sjam/article/view/169In case of the existence of the unobservable relevant regressors, a way of estimating the model is to use the proxy variables as regressors. Here we consider the estimator of the disturbance variance in a linear regression model with the proxy variables when the Stein-rule(SR) estimator of this model is used in place of the ordinary least square estimator (OLSE). Our aim is to examine the effect of the proxy variables on disturbance variance in a regression models with proxy variables. For this purpose we define the iterative SRP (SR in a linear regression model with the proxy variables) and iterative PSRP (Positive part SR in a linear regression model with the proxy variables) estimators of the disturbance variance in a regression model with proxy variable and analyze them by using MSE (Mean square error) criterion.eninfo:eu-repo/semantics/openAccessProxy variablesProxy değişkenleriLinear regression modelDoğrusal regresyon modeliDisturbance varianceRahatsızlık varyansıIterative Stein ruleYinelemeli Stein kuralıArticle71325