文章基本信息

标题：Applications of Some Improved Estimators in Linear Regression
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作者：Kibria, B. M. Golam
期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2006
卷号：5
期号：2
页码：11
出版社：Wayne State University
摘要：The problem of estimation of the regression coefficients under multicollinearity situation for the restricted linear model is discussed. Some improve estimators are considered, including the unrestricted ridge regression estimator (URRE), restricted ridge regression estimator (RRRE), shrinkage restricted ridge regression estimator (SRRRE), preliminary test ridge regression estimator (PTRRE), and restricted Liu estimator (RLIUE). The were compared based on the sampling variance-covariance criterion. The RRRE dominates other ridge estimators when the restriction does or does not hold. A numerical example was provided. The RRRE performed equivalently or better than the RLIUE in the sense of having smaller sampling variance.
关键词：Bias; non-Central F; preliminary test; restricted Liu estimator; ridge regression; shrinkage estimation; variance matrix