MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS

Autor:	Selabattin Kaçiranlar, Sadullah Sakallıoğlu, Fikri Akdeniz
Přispěvatelé:	Çukurova Üniversitesi
Rok vydání:	2001
Předmět:	Statistics and Probability Generalized linear model Mean squared error Liu estimator Estimator Mean square error Regression analysis Iteration estimator Regression Linear estimation Ridge regression Multicollinearity Statistics Econometrics Generalized mean Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 30:347-361
ISSN:	1532-415X 0361-0926
DOI:	10.1081/sta-100002036
Popis:	Gunst and Mason (1976) and Trenkler (1980) have compared several regression estimators with respect to the generalized mean squared error criterion. The purpose of this paper is to deal with the comparisons among the some other biased estimators constructed as alternatives to the least squares estimator when multicollinearity is present. Copyright © 2001 by Marcel Dekker, Inc.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0739391e34f722ea6e0cc251b64e6b7 https://doi.org/10.1081/sta-100002036 Zobrazit plný text záznamu