Back to Search
Start Over
Generalized ridge shrinkage estimation in restricted linear model.
- Source :
-
Computational Statistics . May2024, Vol. 39 Issue 3, p1403-1416. 14p. - Publication Year :
- 2024
-
Abstract
- In the case of multicollinearity, biased estimators are always introduced to correct the least squares estimator. In this paper, we propose a new biased estimator for the restricted linear model. The properties of the new estimator and its superiority over the restricted least squares estimator in terms of the mean square error and Pitman closeness criterion are theoretically analysed. Furthermore, we optimize and verify the feasibility of the new estimator using a numerical simulation. [ABSTRACT FROM AUTHOR]
- Subjects :
- *LEAST squares
*MULTICOLLINEARITY
*COMPUTER simulation
Subjects
Details
- Language :
- English
- ISSN :
- 09434062
- Volume :
- 39
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Computational Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 176471870
- Full Text :
- https://doi.org/10.1007/s00180-023-01357-1