Mean squared error comparisons of some biased regression estimators


Sakallioglu S. , Kaciranlar S. , Akdeniz F.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, vol.30, no.2, pp.347-361, 2001 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 30 Issue: 2
  • Publication Date: 2001
  • Doi Number: 10.1081/sta-100002036
  • Title of Journal : COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Page Numbers: pp.347-361

Abstract

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.