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Author
Dorugade Ashok V. (Y C Mahavidyalaya Halkarni, India)
Title
A Modified Two-Parameter Estimator in Linear Regression
Source
Statistics in Transition, 2014, vol. 15, nr 1, s. 23-36, tab., bibliogr. 24 poz.
Keyword
Regresja liniowa, Estymacja, Estymatory, Metody estymacji
Linear regression, Estimation, Estimators, Estimation methods
Note
summ.
Abstract
In this article, a modified two-parameter estimator is introduced for the vector of parameters in the linear regression model when data exists with multicollinearity. The properties of the proposed estimator are discussed and the performance in terms of the matrix mean square error criterion over the ordinary least squares (OLS) estimator, a new two-parameter estimator (NTP), an almost unbiased two parameter estimator (AUTP) and other well known estimators reviewed in this article is investigated. A numerical example and simulation study are finally conducted to illustrate the superiority of the proposed estimator. (original abstract)
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The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of the Wroclaw University of Economics
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Bibliography
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ISSN
1234-7655
Language
eng
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