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A Stochastic Restricted Principal Components Regression Estimator in the Linear Model
We propose a new estimator to combat the multicollinearity in the linear model when there are stochastic linear restrictions on the regression coefficients. The new estimator is constructed by combining the ordinary mixed estimator (OME) and the principal components regression (PCR) estimator, which...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Hindawi Publishing Corporation
2014
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| Témata: | |
| On-line přístup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3921953/ https://ncbi.nlm.nih.gov/pubmed/24587714 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1155/2014/231506 |
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