Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators

DOI10.1080/00949655.2010.550293MaRDI QIDQ4912043zbMATH OpenOpenAlexFDO

Authors M. Revan Özkale

Publication date 21 March 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2010.550293

zbMATH Keywords

biased estimatorsmean square errormulticollinearity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A new class of blased estimate in linear regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A note on combining ridge and principal component regression
• A simulation study of ridge and other regression estimators
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• Good ridge estimators based on prior information
• scientific article; zbMATH DE number 3806769 (Why is no real title available?)
• scientific article; zbMATH DE number 3076197 (Why is no real title available?)
• Linear models. Least squares and alternatives
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Numerical inverting of matrices of high order
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Restricted ridge estimation.
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion
• The Restricted and Unrestricted Two-Parameter Estimators

Cited in

(7)

• A note on the performance of biased estimators with autocorrelated errors
• Combining the Liu-type estimator and the principal component regression estimator
• A restricted r-k class estimator in the mixed regression model with autocorrelated disturbances
• The relative efficiency of the restricted estimators in linear regression models
• Combining Unbiased Ridge and Principal Component Regression Estimators
• A new biased estimator in logistic regression model
• Principal components regression estimators under biased stochastic linear restrictions

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