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作者:

Qian, Feng (Qian, Feng.) | Chen, Rong (Chen, Rong.) | Wang, Ling (Wang, Ling.)

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Scopus SCIE

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.

关键词:

Mean square error criterion Restricted least squares Multicollinearity Restricted generalized ridge shrinkage estimator Pitman closeness criterion

作者机构:

  • [ 1 ] [Qian, Feng]Changzhou Inst Technol, Sch Sci, Changzhou, Peoples R China
  • [ 2 ] [Chen, Rong]Beijing Univ Technol, Fac Sci, Beijing, Peoples R China
  • [ 3 ] [Wang, Ling]Nanjing Vocat Univ Ind Technol, Publ Fdn Courses Dept, Nanjing 210023, Peoples R China

通讯作者信息:

  • [Wang, Ling]Nanjing Vocat Univ Ind Technol, Publ Fdn Courses Dept, Nanjing 210023, Peoples R China

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来源 :

COMPUTATIONAL STATISTICS

ISSN: 0943-4062

年份: 2023

期: 3

卷: 39

页码: 1403-1416

1 . 3 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:9

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