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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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Prif Awduron: | , |
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Fformat: | Artigo |
Iaith: | Inglês |
Cyhoeddwyd: |
Econometric Research Association
2015-04-01
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Cyfres: | International Econometric Review |
Pynciau: | |
Mynediad Ar-lein: | http://www.era.org.tr/makaleler/27020097.pdf |
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