scientific article; zbMATH DE number 233052

MaRDI QIDQ5287466zbMATH OpenFDO

Authors R. Carter Hill, Thomas B. Fomby

Publication date 19 July 1993

zbMATH Keywords

multicollinearityloss functionssample datacharacteristic root spectraclassical normal linear regression modeldata ellipsoid rotationdistance between regressor meansout-of-sample mean square error of prediction criterionout-of-sample regression values

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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(3)

• An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression
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