Nalaganje...
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...
Shranjeno v:
| Main Authors: | , |
|---|---|
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Econometric Research Association
2015-04-01
|
| Serija: | International Econometric Review |
| Teme: | |
| Online dostop: | http://www.era.org.tr/makaleler/27020097.pdf |
| Oznake: |
Označite
Brez oznak, prvi označite!
|