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...

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Hlavní autoři: Shalini Chandra, Nityananda Sarkar
Médium: Artigo
Jazyk:Inglês
Vydáno: Econometric Research Association 2015-04-01
Edice:International Econometric Review
Témata:
r - (k
d) class estimator
Principal component estimator
Two-parameter class estimator
Mahalanobis loss function
Risk criterion
On-line přístup:http://www.era.org.tr/makaleler/27020097.pdf
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