Efficient Two-Parameter Estimator in Linear Regression Model

• Autorzy: Ashok V. Dorugade
• Języki publikacji: EN

Abstrakty

EN

In this article, two-parameter estimators in linear model with multicollinearity are considered. An alternative efficient two-parameter estimator is proposed and its properties are examined. Furthermore, this was compared with the ordinary least squares (OLS) estimator and ordinary ridge regression (ORR) estimators. Also, using the mean squares error criterion the proposed estimator performs more efficiently than OLS estimator, ORR estimator and other reviewed two-parameter estimators. A numerical example and simulation study are finally conducted to illustrate the superiority of the proposed estimator. (original abstract)

Słowa kluczowe

EN

Linear regression; Estimators; Estimation; Estimation methods

PL

Regresja liniowa; Estymatory; Estymacja; Metody estymacji

• Czasopismo: Statistics in Transition
• Rocznik: 2019
• Tom: 20
• Numer: nr 2
• Strony: 173--185

Twórcy

autor

Ashok V. Dorugade

• Y C Mahavidyalaya Halkarni, India

Bibliografia

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Identyfikatory

DOI

10.21307/stattrans-2019-021