Mean square error matrix comparison of some estimators in linear regressions with multicollinearity (Q1126109)
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scientific article; zbMATH DE number 954941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean square error matrix comparison of some estimators in linear regressions with multicollinearity |
scientific article; zbMATH DE number 954941 |
Statements
Mean square error matrix comparison of some estimators in linear regressions with multicollinearity (English)
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1996
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mean square error matrix
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multicollinearity
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ordinary ridge regression estimator
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principal components regression estimator
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\(r\)-\(k\) class estimator
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