A discrete shrinking method as alternative to least squares
A discrete shrinking method as alternative to least squares
F or the classical iinear regression problem , a num ber of estim ators alternative to least squares have been proposed for situations in w hich m ulticollinearity is a problem . This paper investigates m ean square error properties of biased regression estim ators and presents a proce- dure for obtaining im proved estim ators.
Keywords:
regression, squares ulticollinearity,
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- Communications, Series A1:Mathematics and Statistics
- ISSN: 1303-5991
- Yayın Aralığı: Yılda 4 Sayı
- Başlangıç: 1948
- Yayıncı: Ankara Üniversitesi
Sayıdaki Diğer Makaleler
On homology covering space and sheaf associated to the homology group
Almost Kähler manifolds of constant holomorphic sectional curvature
On the absolute summability factors of infinite series
A discrete shrinking method as alternative to least squares