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عنوان
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Parameters Estimation of Linear Regression Model using Liu-Type Stein Estimators
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نوع پژوهش
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مقاله ارائه شده کنفرانسی
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کلیدواژهها
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Linear regression model, Multicollinearity problem, Liu-type Stein estimators, Monte Carlo simulation.
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چکیده
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This paper suggests Liu-type Stein and Liu-type positive Stein estimators in linear regression model in the presence of multicollinearity under subspace information . The performance of the proposed estimators is compared to Liu-type estimator in terms of their relative efficiency via a Monte Carlo simulation study . The results show that the proposed estimators outperform the Liu-type estimator due to yielding larger values of simulated relative efficiency.
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پژوهشگران
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زهرا زندی (نفر اول)، حسین بیورانی (Hossein Bevrani) (نفر دوم)
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