Performance of the restricted almost unbiased type principal components estimators in linear regression model

被引：0

作者：

Yalian Li

Hu Yang

机构：

[1] Chongqing University,Department of Statistics and Actuarial Science

来源：

Statistical Papers | 2019年 / 60卷

关键词：

Multicollinearity; Principle components regression; Equality Restrictions; Almost unbiased ridge estimator; Almost unbiased Liu estimator; 62J07; 62J05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, two new classes of estimators called the restricted almost unbiased ridge-type principal components estimator and the restricted almost unbiased Liu-type principal components estimator are introduced. For the two cases when the restrictions are true and not true, necessary and sufficient conditions for the superiority of the proposed estimators are derived and compared, respectively. Finally, A Monte Carlo simulation study is given to illustrate the performance of the proposed estimators.

引用

页码：19 / 34

页数：15

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