Fitting Characteristics of the Two-Parameter Estimator in Linear Regression

被引：0

作者：

Chang, Xin-feng ^{[1
]}

机构：

[1] Jiangsu Univ, Dept Stat, Zhenjiang 212013, Peoples R China

来源：

PROCEEDINGS OF THE 3D INTERNATIONAL CONFERENCE ON APPLIED SOCIAL SCIENCE RESEARCH | 2016年 / 105卷

关键词：

Ridge estimator; Two-parameter estimator; PRESS statistic; Multicollinearity; LIU-TYPE ESTIMATOR; BIASED-ESTIMATION; PREDICTION; VARIABLES; CRITERION; PARAMETER; SELECTION; MODELS;

D O I：

暂无

中图分类号：

C [社会科学总论];

学科分类号：

03 ; 0303 ;

摘要：

Ozkale and Kaciranlar (2007) introduced the two-parameter (TP) estimator for the vector of parameters in a linear regression model. In this paper, several better fitting characteristics of the TP estimator than those of the ordinary least squares and ridge estimators are considered. Furthermore, we propose and investigate the prediction error sum of squares (PRESS) statistics for selecting the parameter d of the TP estimator.

引用

页码：160 / 162

页数：3

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