An evaluation of biased estimators of regression coefficients-A simulation study

M. Precht; P. S.S.N.V.P. Rao

doi:10.1007/BF02932538

An evaluation of biased estimators of regression coefficients-A simulation study

M. Precht
, P. S.S.N.V.P. Rao

Abt. Mathematik und Statistik Datenverarbeitungsstelle Weihenstephan

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

Different versions of generalized and ordinary ridge estimators and shrinkage estimators of regression coefficients are studied in comparison with least squares estimators using simulations. The results show that some of the biased estimators considered are better than the least squares estimator in general and the improvement is substantial in some cases.

Original language	English
Pages (from-to)	263-285
Number of pages	23
Journal	Statistische Hefte
Volume	26
Issue number	1
DOIs	https://doi.org/10.1007/BF02932538
State	Published - Dec 1985
Externally published	Yes

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abstract = "Different versions of generalized and ordinary ridge estimators and shrinkage estimators of regression coefficients are studied in comparison with least squares estimators using simulations. The results show that some of the biased estimators considered are better than the least squares estimator in general and the improvement is substantial in some cases.",

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year = "1985",

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AB - Different versions of generalized and ordinary ridge estimators and shrinkage estimators of regression coefficients are studied in comparison with least squares estimators using simulations. The results show that some of the biased estimators considered are better than the least squares estimator in general and the improvement is substantial in some cases.

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JO - Statistische Hefte

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An evaluation of biased estimators of regression coefficients-A simulation study

Abstract

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