Mean squared error comparisons of some biased regression estimators


Sakallioglu S. , Kaciranlar S. , Akdeniz F.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.30, ss.347-361, 2001 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 30 Konu: 2
  • Basım Tarihi: 2001
  • Doi Numarası: 10.1081/sta-100002036
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayısı: ss.347-361

Özet

Gunst and Mason (1976) and Trenkler (1980) have compared several regression estimators with respect to the generalized mean squared error criterion. The purpose of this paper is to deal with the comparisons among the some other biased estimators constructed as alternatives to the least squares estimator when multicollinearity is present.