Journals / Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics / 1984 / Cilt: 33 #74347
A discrete shrinking method as alternative to least squares
- Pages
- 1–1
- DOI
- —
Abstract
F or the classical iinear regression problem , a num ber of estim ators alternative to least squares have been proposed for situations in w hich m ulticollinearity is a problem . This paper investigates m ean square error properties of biased regression estim ators and presents a proce- dure for obtaining im proved estim ators.