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parameters estimation of linear regression model using liu-type steinestimators
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نویسنده
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zandi zahra ,bevrani hossein
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منبع
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شانزدهمين كنفرانس آمار ايران - 1401 - دوره : 16 - شانزدهمین کنفرانس آمار ایران - کد همایش: 01220-18271 - صفحه:0 -0
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چکیده
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This paper suggests liu-type stein and liu-type positive stein estimatorsin linear regression model in the presence of multicollinearity under subspace information.the performance of the proposed estimators is compared to liu-type estimatorin terms of their relative efficiency via a monte carlo simulation study. the resultsshow that the proposed estimators outperform the liu-type estimator due to yieldinglarger values of simulated relative efficiency.
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کلیدواژه
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linear regression model; multicollinearity problem; liu-type stein estimators;monte carlo simulation.
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آدرس
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, iran, , iran
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Authors
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