مشخصات پژوهش

صفحه نخست /Parameters Estimation of ...
عنوان Parameters Estimation of Linear Regression Model using Liu-Type Stein Estimators
نوع پژوهش مقاله ارائه شده کنفرانسی
کلیدواژه‌ها Linear regression model, Multicollinearity problem, Liu-type Stein estimators, Monte Carlo simulation.
چکیده 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.
پژوهشگران زهرا زندی (نفر اول)، حسین بیورانی (Hossein Bevrani) (نفر دوم)