Generalized ridge shrinkage estimation in restricted linear model

被引：0
|
作者：
Feng Qian
Rong Chen
Ling Wang
机构：
[1] Changzhou Institute of Technology,School of Science
[2] Beijing University of Technology,Faculty of Science
[3] Nanjing Vocational University of Industry Technology,Public Foundational courses Department
来源：
Computational Statistics | 2024年 / 39卷
关键词：
Multicollinearity; Restricted least squares; Mean square error criterion; Pitman closeness criterion; Restricted generalized ridge shrinkage estimator;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In the case of multicollinearity, biased estimators are always introduced to correct the least squares estimator. In this paper, we propose a new biased estimator for the restricted linear model. The properties of the new estimator and its superiority over the restricted least squares estimator in terms of the mean square error and Pitman closeness criterion are theoretically analysed. Furthermore, we optimize and verify the feasibility of the new estimator using a numerical simulation.
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页码：1403 / 1416
页数：13
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