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performance of ridge regression approach in linear measurement error models with replicated data
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نویسنده
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zare karim ,sheikhi ayyub ,ziaei abdul rasoul
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منبع
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journal of mathematical extension - 2021 - دوره : 15 - شماره : 4 - صفحه:1 -23
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چکیده
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It is well known that bias in parameter estimates arises when there are measurement errors in the covariates of regression models. one solution for decreasing such biases is the use of prior information concerning the measurement error, which is often called replication data. in this paper, we present a ridge estimator in replicated measurement error (rmer) to overcome the multicollinearity problem in such models. the performance of rmer against some other estimators is investigated. large sample properties of our estimator are derived and compared with other estimators using a simulation study as well as a real data set.
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کلیدواژه
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measurement error model ,ridge regression ,multicollinearity ,corrected log-likelihood
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آدرس
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islamic azad university, marvdashy branch, iran, shahid bahonar university of kerman, iran, islamic azad university, marvdashy branch, iran
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پست الکترونیکی
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ziaei85@yahoo.com
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Authors
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