Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model

DOI10.1080/03610926.2015.1137598zbMath1462.62446OpenAlexW2471819809MaRDI QIDQ4634799

Yalian Li

Publication date: 11 April 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1137598

zbMATH Keywords

multicollinearityalmost unbiased Liu estimatoralmost unbiased ridge estimatorprinciple component regressionstochastic restriction.

Mathematics Subject Classification ID

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

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• A Note on Regression when There is Extraneous Information about One of the Coefficients

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