Comparison of Some Estimators under the Pitman’s Closeness Criterion in Linear Regression Model
Keyword(s):
Batah et al. (2009) combined the unbiased ridge estimator and principal components regression estimator and introduced the modifiedr-kclass estimator. They also showed that the modifiedr-kclass estimator is superior to the ordinary least squares estimator and principal components regression estimator in the mean squared error matrix. In this paper, firstly, we will give a new method to obtain the modifiedr-kclass estimator; secondly, we will discuss its properties in some detail, comparing the modifiedr-kclass estimator to the ordinary least squares estimator and principal components regression estimator under the Pitman closeness criterion. A numerical example and a simulation study are given to illustrate our findings.
2019 ◽
Vol 2019
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pp. 1-10
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1984 ◽
Vol 13
(14)
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pp. 1781-1791
1992 ◽
Vol 54
(3)
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pp. 906-907
2009 ◽
Vol 139
(4)
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pp. 1522-1529
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