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improved ridge-type estimators in multivariate multiple linear model
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نویسنده
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seifollahi solmaz ,bevrani hossein ,kamary kaniav
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منبع
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دوازدهمين سمينار جبر خطي و كاربردهاي آن - 1402 - دوره : 12 - دوازدهمین سمینار جبر خطی و کاربردهای آن - کد همایش: 02230-97347 - صفحه:0 -0
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چکیده
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this paper focus on estimating of the multivariate multiple linear models (mmlms) when multicollinearity presents in the design matrix. among the estimators proposed to tackle the problem of multicollinearity, the ridge estimator is popular. we propose the ridge-type estimators of the coefficient matrix when the multicollinearity exists along with the prior information about the coefficients. a simulation study is utilized to compare the relative efficiency of proposed estimators and finally, we analyze a real dataset by the proposed estimators to show the usefulness of the proposed estimators.
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کلیدواژه
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ordinary ridge estimator ,restricted ridge-type estimator ,james-stein ridge-type estimator ,preliminary test ridge-type estimator
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آدرس
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, iran, , iran, , iran
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پست الکترونیکی
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kaniav.kamary@centralesupelec.fr
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Authors
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