Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445)

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scientific article; zbMATH DE number 6085491
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English
Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
scientific article; zbMATH DE number 6085491

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    Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (English)
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    23 September 2012
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    multicollinearity
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    restricted generalized least squares estimator
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    SUR restricted ridge estimator
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    Liu estimator
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    biased estimator
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    Monte Carlo simulations
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