- Tytuł:
- Efficient two-parameter estimator in linear regression model
- Autorzy:
- Dorugade, Ashok V.
- Powiązania:
- https://bibliotekanauki.pl/articles/1194454.pdf
- Data publikacji:
- 2019-07-02
- Wydawca:
- Główny Urząd Statystyczny
- Tematy:
-
multicollinearity
ridge regression
two-parameter estimator
mean squared error - Opis:
- In this article, two-parameter estimators in linear model with multicollinearity are considered. An alternative efficient two-parameter estimator is proposed and its properties are examined. Furthermore, this was compared with the ordinary least squares (OLS) estimator and ordinary ridge regression (ORR) estimators. Also, using the mean squares error criterion the proposed estimator performs more efficiently than OLS estimator, ORR estimator and other reviewed two-parameter estimators. A numerical example and simulation study are finally conducted to illustrate the superiority of the proposed estimator.
- Źródło:
-
Statistics in Transition new series; 2019, 20, 2; 173-185
1234-7655 - Pojawia się w:
- Statistics in Transition new series
- Dostawca treści:
- Biblioteka Nauki
Artykuł