Principal components regression estimator and a test for the restrictions


Ozkale M. R.

STATISTICS, cilt.43, ss.541-551, 2009 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 43 Konu: 6
  • Basım Tarihi: 2009
  • Doi Numarası: 10.1080/02331880802605460
  • Dergi Adı: STATISTICS
  • Sayfa Sayısı: ss.541-551

Özet

In this article, we introduce restricted principal components regression (RPCR) estimator by combining the approaches followed in obtaining the restricted least squares estimator and the principal components regression estimator. The performance of the RPCR estimator with respect to the matrix and the generalized mean square error are examined. We also suggest a testing procedure for linear restrictions in principal components regression by using singly and doubly non-central F distribution.