Načítá se...
Comparison of the r - (k, d) class estimator with some estimators for multicollinearity under the Mahalanobis loss function
In the case of ill-conditioned design matrix in linear regression model, the r - (k, d) class estimator was proposed, including the ordinary least squares (OLS) estimator, the principal component regression (PCR) estimator, and the two-parameter class estimator. In this paper, we opted to evaluat...
Uloženo v:
Hlavní autoři: | , |
---|---|
Médium: | Artigo |
Jazyk: | Inglês |
Vydáno: |
Econometric Research Association
2015-04-01
|
Edice: | International Econometric Review |
Témata: | |
On-line přístup: | http://www.era.org.tr/makaleler/27020097.pdf |
Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo otaguje tento záznam!
|