AN EXAMINATION OF SOME SHRINKAGE ESTIMATORS FOR DIFFERENT SAMPLE SIZES AND CORRELATION STRUCTURES IN THE LINEAR REGRESSION

被引：1

作者：

Ebegil, Meral ^{[1
]}

机构：

[1] Univ Gazi, Fac Sci & Arts, Dept Stat, TR-06500 Ankara, Turkey

来源：

COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS | 2008年 / 57卷 / 02期

关键词：

Linear Admissible Estimators; Mean Square Error; Central-F Approximations; Shrinkage Estimators;

D O I：

10.1501/Commua1_0000000182

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In the regression analysis, if there happens to be some kind of relation (multicollinearity) between independent variables, the Least Squares (LS) estimation method may lead to the use of wrong models and hence to wrong findings out of the model. Some methods have been developed to solve this problem; one of which is the "biased estimation method". In this study, a test statistics for Ridge and Liu estimators that are kinds of Shrinkage biased estimators is analyzed. Ridge and Liu estimators are examined via simulation study by the use of this test statistics, in terms of different correlation coefficients between the independent variables and different sample sizes.

引用

页码：1 / 24

页数：24

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