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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: He, Daojiang, Wu, Yan
Médium: Artigo
Jazyk:Inglês
Vydáno: Hindawi Publishing Corporation 2014
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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