Weighted estimators in regression with multicollinearity

DOI10.1080/00949658008810353zbMath0433.62042OpenAlexW2007971884MaRDI QIDQ3871755

Harvey J. Iglarsh, David C. Cheng

Publication date: 1980

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658008810353

zbMATH Keywords

mean square errorweighted estimatormulticollinearityordinary least squares estimatorprincipal component estimator

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• A Comparison of Least Squares and Latent Root Regression Estimators
• Multicollinearity and the Mean Square Error of Alternative Estimators
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

This page was built for publication: Weighted estimators in regression with multicollinearity