Superiority of the MCRR estimator over some estimators in A linear model
Author
Source
Iraqi Journal of Statistical Science
Issue
Vol. 2011, Issue 20 (31 Aug. 2011), pp.111-116, 6 p.
Publisher
University of Mosul College of Computer Science and Mathematics
Publication Date
2011-08-31
Country of Publication
Iraq
No. of Pages
6
Main Subjects
Abstract EN
Modified (r, k) class ridge regression (MCRR) which includes unbiased ridge regression (URR), (r, k) class, principal components regression (PCR) and the ordinary least squares (OLS) estimators is proposed in regression analysis, to overcome the problem of multicollinearity.
In this paper, we derive the necessary and sufficient conditions for the superiority of the MCRR estimator over each of these estimators under the Mahalanobis loss function by the average loss criterion.
Then, we compare these estimators with each other using the same criterion.
Finally, a numerical example is done to illustrate the theoretical results.
American Psychological Association (APA)
Batah, Firas Sh. M.. 2011. Superiority of the MCRR estimator over some estimators in A linear model. Iraqi Journal of Statistical Science،Vol. 2011, no. 20, pp.111-116.
https://search.emarefa.net/detail/BIM-399749
Modern Language Association (MLA)
Batah, Firas Sh. M.. Superiority of the MCRR estimator over some estimators in A linear model. Iraqi Journal of Statistical Science No. 20 (2011), pp.111-116.
https://search.emarefa.net/detail/BIM-399749
American Medical Association (AMA)
Batah, Firas Sh. M.. Superiority of the MCRR estimator over some estimators in A linear model. Iraqi Journal of Statistical Science. 2011. Vol. 2011, no. 20, pp.111-116.
https://search.emarefa.net/detail/BIM-399749
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 116
Record ID
BIM-399749