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Autor
Dorugade Ashok V. (Y C Mahavidyalaya Halkarni, India)
Tytuł
A Modified Two-Parameter Estimator in Linear Regression
Źródło
Statistics in Transition, 2014, vol. 15, nr 1, s. 23-36, tab., bibliogr. 24 poz.
Słowa kluczowe
Regresja liniowa, Estymacja, Estymatory, Metody estymacji
Linear regression, Estimation, Estimators, Estimation methods
Uwagi
summ.
Abstrakt
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)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
Pełny tekst
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Bibliografia
Pokaż
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Cytowane przez
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ISSN
1234-7655
Język
eng
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