Mean square error matrix comparison of some estimators in linear regressions with multicollinearity

DOI10.1016/0167-7152(95)00211-1zbMath1059.62560OpenAlexW1970459447MaRDI QIDQ1126109

Nityananda Sarkar

Publication date: 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00211-1

zbMATH Keywords

multicollinearity\(r\)-\(k\) class estimatorprincipal components regression estimatormean square error matrixordinary ridge regression estimator

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (23)

Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression ⋮ Characterizations of admissible linear estimators in the linear model ⋮ A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances ⋮ Nonparametric Decomposition of Time Series Data with Inputs ⋮ A class of biased estimators based on QR decomposition ⋮ Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion ⋮ Combining two-parameter and principal component regression estimators ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model ⋮ Principal components regression estimator and a test for the restrictions ⋮ Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion ⋮ Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators ⋮ On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression ⋮ Combining the Liu-type estimator and the principal component regression estimator ⋮ A new biased estimator in logistic regression model ⋮ Modified and Restricted r-k Class Estimators ⋮ Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity ⋮ \(r\)-\(k\) class estimator in the linear regression model with correlated errors ⋮ Evaluation of the predictive performance of the r-k and r-d class estimators ⋮ Comparisons of the Unbiased Ridge Estimation to the Other Estimations ⋮ On the Principal Component Liu-type Estimator in Linear Regression

Cites Work

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• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• Comparisons among some estimators in misspecified linear models with multicollinearity
• Albert's theorem applied to problems of efficiency and MSE superiority
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A note on combining ridge and principal component regression
• Mean square error matrix comparisons of estimators in linear regression

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