r − k Class estimator in the linear regression model with correlated errors

被引:0
|
作者
Gülesen Üstündagˇ Şiray
Selahattin Kaçıranlar
Sadullah Sakallıoğlu
机构
[1] Cukurova University,Department of Statistics, Faculty of Science and Letters
来源
Statistical Papers | 2014年 / 55卷
关键词
Autocorrelation; Multicollinearity; − ; Class estimator; Ridge regression estimator; Mean square error matrix;
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摘要
Autocorrelation in errors and multicollinearity among the regressors are serious problems in regression analysis. The aim of this paper is to examine multicollinearity and autocorrelation problems concurrently and to compare the r − k class estimator to the generalized least squares estimator, the principal components regression estimator and the ridge regression estimator by the scalar and matrix mean square error criteria in the linear regression model with correlated errors.
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页码:393 / 407
页数:14
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