F or the classical iinear regression problem , a num ber of estim ators alternative to least squares have been proposed for situations in w hich m ulticollinearity is a problem . This paper investigates m ean square error properties of biased regression estim ators and presents a proce- dure for obtaining im proved estim ators.
Primary Language | English |
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Subjects | Mathematical Sciences |
Journal Section | Research Articles |
Authors | |
Publication Date | January 1, 1984 |
Submission Date | January 1, 1984 |
Published in Issue | Year 1984 Volume: 33 |
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics.
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