Comparisons among some estimators in misspecified linear models with multicollinearity
type: Item
instance of: scholarly article
title: Comparisons among some estimators in misspecified linear models with multicollinearity
zbMATH Open document ID: 0721.62065
DOI: 10.1007/BF00057737
author: Nityananda Sarkar
published in: Annals of the Institute of Statistical Mathematics
publication date: 1989-01-01T00:00:00Z
review text: We deal with comparisons among several estimators available in situations of multicollinearity [e.g., the r-k class estimator proposed by \textit{M. R. Baye} and \textit{D. F. Parker}, Commun. Stat., Theory Methods 13, No.2, 197-205 (1984), the ordinary ridge regression estimator, the principal component regression estimator and also the ordinary least squares estimator] for a misspecified linear model where misspecification is due to omission of some relevant explanatory variables. These comparisons are made in terms of the mean square error (mse) of the estimators of regression coefficients as well as of the predictor of the conditional mean of the dependent variable.
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 4189027
zbMATH Keywords: comparisons among several estimators
zbMATH Keywords: multicollinearity
zbMATH Keywords: r-k class estimator
zbMATH Keywords: ordinary ridge regression estimator
zbMATH Keywords: principal component regression estimator
zbMATH Keywords: ordinary least squares estimator
zbMATH Keywords: linear model
zbMATH Keywords: misspecification
zbMATH Keywords: mean square error
zbMATH Keywords: predictor of the conditional mean of the dependent variable
MaRDI profile type: MaRDI publication profile
cites work: An Optimal Property of Principal Components in the Context of Restricted Least Squares
cites work: Ridge Regression: Biased Estimation for Nonorthogonal Problems
cites work: Q3664270
cites work: A note on combining ridge and principal component regression
cites work: Q4749036
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description: scientific article; zbMATH DE number 4189027