Feasible Generalized Stein-Rule Restricted Ridge Regression Estimators-Reference-Cited by-同舟云学术

Feasible Generalized Stein-Rule Restricted Ridge Regression Estimators

Published:2017-05-24 Issue:1 Volume:13 Page:77-97
ISSN:1336-9180
Container-title:Journal of Applied Mathematics, Statistics and Informatics
language:en
Short-container-title:

Author:

Özbay Nimet¹,Dawoud Issam¹,Kaçıranlar Selahattin¹

Affiliation:

1. Department of Statistics, Faculty of Science and Letters, Çukurova University, 01330, Adana , Turkey

Abstract

Abstract Several versions of the Stein-rule estimators of the coefficient vector in a linear regression model are proposed in the literature. In the present paper, we propose new feasible generalized Stein-rule restricted ridge regression estimators to examine multicollinearity and autocorrelation problems simultaneously for the general linear regression model, when certain additional exact restrictions are placed on these coefficients. Moreover, a Monte Carlo simulation experiment is performed to investigate the performance of the proposed estimator over the others.

Publisher

Walter de Gruyter GmbH

Subject

General Medicine

Reference26 articles.

1. Aitken, A.C. (1935). On Least Squares and Linear Combinations of Observations.Proc. Roy. Soc. Edinburgh Sect. A. 55: 42-48.

2. Chaturvedi, A., Shukla, G. (1990). Stein Rule Estimation in Linear Model with Non-Scalar Error Covariance Matrix.Sankhya B. 52: 293-304.

3. Chaturvedi, A., Van Hoa, T. and Shukla, G. (1996).Improved Estimation in the Restricted Regression Model with Non-Spherical Disturbances.J. Quant. Econ. 12: 115-123.

4. Chaturvedi, A., Wan, A.T.K. and Singh, S.P. (2001).Stein-Rule Restricted Regression Estimator in a Linear Regression Model with Nonspherical Disturbances.Comm. Statist. Theory Methods. 30 (1): 55-68.

5. Chaturvedi, A., Shalabh, S. (2014). Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function. Commun.Stat. Theory Methods. 43: 4253-4264.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bayesian Linear Restricted Least Squares Estimators;Journal of the Indian Society for Probability and Statistics;2022-12-12