Superiority of the r-d class estimator over some estimators by the mean square error matrix criterion

Ozkale M. R., Kaciranlar S.

STATISTICS & PROBABILITY LETTERS, cilt.77, sa.4, ss.438-446, 2007 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 77 Sayı: 4
  • Basım Tarihi: 2007
  • Doi Numarası: 10.1016/j.spl.2006.08.012
  • Dergi Adı: STATISTICS & PROBABILITY LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.438-446
  • Anahtar Kelimeler: r-d class estimator, ordinary least squares estimator, principal components regression estimator, Liu estimator, r-k class estimator, multicollinearity, PRINCIPAL COMPONENT REGRESSION, COMBINING RIDGE, LIU ESTIMATOR
  • Çukurova Üniversitesi Adresli: Evet

Özet

Kaciranlar, and Sakalhoglu, [2001. Combining the Liu estimator and the principal component regression estimator. Comm. Statist. Theory Methods 30, 2699-2705] introduced the r-d class estimator which is a general estimator of the ordinary least squares (OLS), the principal components regression (PCR) and the Liu estimators. In this paper, we derive conditions for the superiority of the r-d class estimator over each of these estimators and the r-k class estimator by the matrix mean square error (MMSE) criterion. Also, we suggest tests to verify if these conditions arc indeed satisfied. (c) 2006 Elsevier B.V. All rights reserved.

Kaciranlar, and Sakalhoglu, [2001. Combining the Liu estimator and the principal component regression estimator. Comm. Statist. Theory Methods 30, 2699-2705] introduced the r-d class estimator which is a general estimator of the ordinary least squares (OLS), the principal components regression (PCR) and the Liu estimators. In this paper, we derive conditions for the superiority of the r-d class estimator over each of these estimators and the r-k class estimator by the matrix mean square error (MMSE) criterion. Also, we suggest tests to verify if these conditions arc indeed satisfied.