r-(k,d) sınıf tahmin edicisinin, ortalama karesel hata kriterine göre bazı yanlı tahmin ediciler ile karşılaştırılması

Abstract

En küçük kareler, temel bileşenler ve Liu-tipi tahmin ediciler, çok değişkenli regresyon modelleri için r-(k,d) sınıf tahmin edicilerin özel durumlarıdır.Bu makalede r-(k,d) sınıf tahmin edicisini, en küçük kareler, temel bileşenler ve Liu-tipi tahmin ediciler ile Matris Hata kareler ortalaması kriterine göre karşılaştırılmıştır. Son olarak teorik sonuçları göstermek için sayısal bir örnek ve bir Monte Carlo simülasyonu verilmektedir.Comparison of the   class estimators to some estimators by the mean square error matrix criteria

Keywords

• Liu-tipi tahmin edici
• r-(k
• d )Sınıf Tahmin Edici
• Temel bileşenler regresyonu
• Matris Hata Kareler Ortalaması
• Çoklu İç İlişki

Comparison of the class estimators to some estimators by the mean square error matrix criteria

Abstract

 The ordinary leastsquares, the principal components regression and the Liu-type estimators are special cases of ther-(k,d)class estimators, for regression models with multicollinearity. In thisa rticle we derived conditions for the superiority of ther-(k,d) classestimatoroverotherestimatorssuch as ordinaryleastsquares, principalcomponentandLiu-typeestimatorbased on the mean square error matrix(MSEM)criterion. Finally, a numericale xample and a Monte Carlo simulation are also given to show the theoretical results.

Keywords

• Liu-type estimators;r-(k
• d) class estimator
• Principal Component Regression
• Mean square error matrix

References

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