Feasible Generalized Stein-Rule Restricted Ridge Regression Estimators
2017 ◽
Vol 13
(1)
◽
pp. 77-97
Keyword(s):
Abstract Several versions of the Stein-rule estimators of the coefficient vector in a linear regression model are proposed in the literature. In the present paper, we propose new feasible generalized Stein-rule restricted ridge regression estimators to examine multicollinearity and autocorrelation problems simultaneously for the general linear regression model, when certain additional exact restrictions are placed on these coefficients. Moreover, a Monte Carlo simulation experiment is performed to investigate the performance of the proposed estimator over the others.
2008 ◽
Vol 31
(1)
◽
pp. 71-79
◽
1996 ◽
Vol 237-238
◽
pp. 395-404
◽
2021 ◽
Vol 2099
(1)
◽
pp. 012024