- Communications Faculty of Sciences University Ankara Series A1 Mathematics and Statistics
- Volume:33
- A discrete shrinking method as alternative to least squares
A discrete shrinking method as alternative to least squares
Authors : F ÖZTÜRK
Pages : 0-0
Doi:10.1501/Commua1_0000000579
View : 32 | Download : 12
Publication Date : 1984-01-01
Article Type : Research Paper
Abstract :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.Keywords : regression, squares, ulticollinearity
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