Feasible Generalized Stein-Rule Restricted Ridge Regression Estimators


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ÖZBAY N. , DAWOUD I., KAÇIRANLAR S.

JOURNAL OF APPLIED MATHEMATICS STATISTICS AND INFORMATICS, cilt.13, ss.77-97, 2017 (ESCI İndekslerine Giren Dergi) identifier

  • Cilt numarası: 13 Konu: 1
  • Basım Tarihi: 2017
  • Doi Numarası: 10.1515/jamsi-2017-0005
  • Dergi Adı: JOURNAL OF APPLIED MATHEMATICS STATISTICS AND INFORMATICS
  • Sayfa Sayıları: ss.77-97

Özet

Several versions of the Stein-rule estimators of the coefficient vector in a linear regression model are proposed in the literature. In the present paper, we propose new feasible generalized Stein-rule restricted ridge regression estimators to examine multicollinearity and autocorrelation problems simultaneously for the general linear regression model, when certain additional exact restrictions are placed on these coefficients. Moreover, a Monte Carlo simulation experiment is performed to investigate the performance of the proposed estimator over the others.