Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445)
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scientific article; zbMATH DE number 6085491
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| English | Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies |
scientific article; zbMATH DE number 6085491 |
Statements
Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (English)
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23 September 2012
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multicollinearity
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restricted generalized least squares estimator
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SUR restricted ridge estimator
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Liu estimator
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biased estimator
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Monte Carlo simulations
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0.8323723673820496
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0.8266425728797913
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0.809796154499054
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0.809796154499054
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