Evaluation of the predictive performance of the r-k and r-d class estimators


DAWOUD I., KAÇIRANLAR S.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.46, ss.4031-4050, 2017 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 46 Konu: 8
  • Basım Tarihi: 2017
  • Doi Numarası: 10.1080/03610926.2015.1076482
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayıları: ss.4031-4050

Özet

Multiple linear regression models are frequently used in predicting unknown values of the response variable y. In this case, a regression model's ability to produce an adequate prediction equation is of prime importance. This paper discusses the predictive performance of the r-k and r-d class estimators compared to ordinary least squares (OLS), principal components, ridge regression and Liu estimators and between each other. The theoretical results are illustrated using Portland cement data and a region is established where the r-k and the r-d class estimators are uniformly superior to the other mentioned estimators.