Principal components regression estimator and a test for the restrictions

DOI10.1080/02331880802605460zbMath1282.62161OpenAlexW2047882093MaRDI QIDQ5400797

M. Revan Özkale

Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802605460

zbMATH Keywords

hypothesis testingmulticollinearityprincipal components regression estimatordoubly non-central \(F\) distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (12)

Application of a combination production function model ⋮ Efficiency of the restricted \(r\)-\(d\) class estimator in linear regression ⋮ Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror ⋮ Principal component ridge type estimator for the inverse Gaussian regression model ⋮ Combining two-parameter and principal component regression estimators ⋮ A general restricted estimator in binary logistic regression in the presence of multicollinearity ⋮ The small sample properties of the restricted principal component regression estimator in linear regression model ⋮ A note on the performance of biased estimators with autocorrelated errors ⋮ A new biased estimator in logistic regression model ⋮ Modified and Restricted r-k Class Estimators ⋮ Further research on the principal component two-parameter estimator in linear model ⋮ Two Stochastic Restricted Principal Components Regression Estimator in Linear Regression

Cites Work

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• Nonnegative and positive definiteness of matrices modified by two matrices of rank one
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Linear models. Least squares and alternatives
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Weaker Criteria and Tests for Linear Restrictions in Regression
• Notes on the distribution of quadratic forms in singular normal variables

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