The examination and analysis of residuals for some biased estimators in linear regression


Akdeniz F.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.30, ss.1171-1183, 2001 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 30 Konu: 6
  • Basım Tarihi: 2001
  • Doi Numarası: 10.1081/sta-100104357
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayısı: ss.1171-1183

Özet

In the presence of collinearity certain biased estimation procedures like ridge regression, generalized inverse estimator, principal component regression, Liu estimator, or improved ridge and Liu estimators are used to improve the ordinary least squares (OLS) estimates in the linear regression model. In this paper new biased estimator (Liu estimator), almost unbiased (improved) Liu estimator and their residuals will be analyzed and compared with OLS residuals in terms of mean-squared error.