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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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Bibliografski detalji
Glavni autori: Shalini Chandra, Nityananda Sarkar
Format: Artigo
Jezik:Inglês
Izdano: Econometric Research Association 2015-04-01
Serija:International Econometric Review
Teme:
Online pristup:http://www.era.org.tr/makaleler/27020097.pdf
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