Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators

DOI10.1080/00949655.2010.550293zbMath1431.62287OpenAlexW2045912763MaRDI QIDQ4912043

M. Revan Özkale

Publication date: 21 March 2013

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

Full work available at URL: https://doi.org/10.1080/00949655.2010.550293

zbMATH Keywords

mean square errormulticollinearitybiased estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (4)

A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances ⋮ The relative efficiency of the restricted estimators in linear regression models ⋮ A note on the performance of biased estimators with autocorrelated errors ⋮ A new biased estimator in logistic regression model

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• Numerical inverting of matrices of high order

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