A Study on the Use of Jackknife Method in Biased Estimates

Year 2019, Volume: 12 Issue: 2, 886 - 892, 31.08.2019

Nilgün Yıldız

https://doi.org/10.18185/erzifbed.500442

Abstract

In the regression analysis, the most widely used method for estimating
the coefficients of the ordinary least squares (OLS) method. For this method to
be used, there should be no relationship between variables. In cases where
explanatory variables are related to each other, the use of OLS estimation
method will lead to incorrect model findings and usage. Different-sided estimators
were developed to analyze with such interdependent independent variables. In
the literature, commonly used biased estimators are compared among themselves
by performing real data and Monte Carlo simulation.

Regresyon Analizinde Kullanılan Yanlı Tahmin Edicilerin Etkinliklerinin Karşılaştırılması

Abstract

Regresyon analizinde,
katsayıları tahmin etmek için en yaygın olarak kullanılan yöntem, En küçük
kareler (EKK) yöntemidir. Bu yönteminin kullanılabilmesi için değişkenler
arasında ilişki olmaması gerekir. Açıklayıcı değişkenlerin birbirleriyle
ilişkili olduğu durumlarda EKK tahmin yönteminin kullanılması yanlış model
bulgularına ve kullanımına neden olur. Bu tür birbiriyle bağımlılık gösteren
bağımsız değişkenlerle analiz yapmak için farklı yanlı tahmin ediciler
geliştirilmiştir. Literatürde, yaygın olarak kullanılan yanlı tahmin ediciler,
gerek gerçek veri gerekse Monte Carlo simülasyonu yapılarak kendi aralarında
karşılaştırılmıştır.

Keywords

EKK, Çoklu iç ilişki, Ortalama karesel hata, Liu-tipi tahmin edici

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