Mean squared error comparisons of some biased regression estimators

被引：33

作者：

Sakallioglu, S ^{[1
]}

Kaçiranlar, S ^{[1
]}

Akdeniz, F ^{[1
]}

机构：

[1] Cukurova Univ, Dept Math, TR-01330 Adana, Turkey

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2001年 / 30卷 / 02期

关键词：

ridge regression; iteration estimator; Liu estimator; mean square error; multicollinearity;

D O I：

10.1081/STA-100002036

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Gunst and Mason (1976) and Trenkler (1980) have compared several regression estimators with respect to the generalized mean squared error criterion. The purpose of this paper is to deal with the comparisons among the some other biased estimators constructed as alternatives to the least squares estimator when multicollinearity is present.

引用

页码：347 / 361

页数：15

共 20 条

[1] ON THE ALMOST UNBIASED GENERALIZED LIU ESTIMATOR UNBIASED ESTIMATION OF THE BIAS AND MSE [J].