A note on Farebrother’s estimator: a comparative study

KAÇIRANLAR S., Mirezi B., GÜLER H.

Communications in Statistics: Simulation and Computation, 2024 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Basım Tarihi: 2024
  • Doi Numarası: 10.1080/03610918.2024.2365324
  • Dergi Adı: Communications in Statistics: Simulation and Computation
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
  • Anahtar Kelimeler: 62J05, 62J07, 62P20, Mean square error, Multicollinearity, Ordinary least squares, Restricted least squares, Ridge regression
  • Çukurova Üniversitesi Adresli: Evet

Özet

In this article, we begin by providing a theoretical comparison between Farebrother’s estimator and the ridge estimator, in terms of the MSE matrix criterion, under three distinct restrictions when (Formula presented.) is random. Additionally, we propose an estimate of parameter (Formula presented.) for Farebrother’s estimator. Subsequently, we present a Monte Carlo simulation experiment to compare Farebrother’s estimator with OLS, RLS, and ridge estimators.