r - k Class estimator in the linear regression model with correlated errors


Siray G. , KAÇIRANLAR S. , SAKALLIOĞLU S.

STATISTICAL PAPERS, cilt.55, ss.393-407, 2014 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 55 Konu: 2
  • Basım Tarihi: 2014
  • Doi Numarası: 10.1007/s00362-012-0484-8
  • Dergi Adı: STATISTICAL PAPERS
  • Sayfa Sayısı: ss.393-407

Özet

Autocorrelation in errors and multicollinearity among the regressors are serious problems in regression analysis. The aim of this paper is to examine multicollinearity and autocorrelation problems concurrently and to compare the r - k class estimator to the generalized least squares estimator, the principal components regression estimator and the ridge regression estimator by the scalar and matrix mean square error criteria in the linear regression model with correlated errors.