scientific article; zbMATH DE number 233052

zbMATH Open0805.62066MaRDI QIDQ5287466FDOQ5287466

Authors: R. Carter Hill, Thomas B. Fomby 

Publication date: 19 July 1993

Title of this publication is not available (Why is that?)

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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)

Cited In (3)

• An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression
• Shrinkage estimators for prediction out-of-sample: conditional performance
• Improved prediction in the presence of multicollinearity

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