<abstract xmlns="http://www.w3.org/1999/xhtml"><p> Several versions of the Stein-rule estimators of the coefficient vector in a linear regression model are proposed in the literature. In the present paper, we propose new feasible generalized Stein-rule restricted ridge regression estimators to examine multicollinearity and autocorrelation problems simultaneously for the general linear regression model, when certain additional exact restrictions are placed on these coefficients. Moreover, a Monte Carlo simulation experiment is performed to investigate the performance of the proposed estimator over the others.</p></abstract>

Several versions of the Stein-rule estimators of the coefficient vector in a linear regression model are proposed in the literature. In the present paper, we propose new feasible generalized Stein-rule restricted ridge regression estimators to examine multicollinearity and autocorrelation problems simultaneously for the general linear regression model, when certain additional exact restrictions are placed on these coefficients. Moreover, a Monte Carlo simulation experiment is performed to investigate the performance of the proposed estimator over the others.

Feasible Generalized Stein-Rule Restricted Ridge Regression Estimators

Journal of Applied Mathematics, Statistics and Informatics

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

{"article-title":"Feasible Generalized Stein-Rule Restricted Ridge Regression Estimators"}

Several versions of the Stein-rule estimators of the coefficient vector in a linear regression model are proposed in the literature. In the present paper, we...

Feasible Generalized Stein-Rule Restricted Ridge Regression Estimators

Published Online: Jun 23, 2017

Page range: 77 - 97

DOI: https://doi.org/10.1515/jamsi-2017-0005

Keywords
Feasible Estimator, Stein-rule Estimator, Restricted Ridge Estimator, Multicollinearity, Autocorrelation

© Faculty of Natural Sciences, University of Saint Cyril and Metodius

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Feasible Generalized Stein-Rule Restricted Ridge Regression Estimators

Published Online: Jun 23, 2017

Page range: 77 - 97

DOI: https://doi.org/10.1515/jamsi-2017-0005

KeywordsFeasible Estimator, Stein-rule Estimator, Restricted Ridge Estimator, Multicollinearity, Autocorrelation

© Faculty of Natural Sciences, University of Saint Cyril and Metodius

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Keywords
Feasible Estimator, Stein-rule Estimator, Restricted Ridge Estimator, Multicollinearity, Autocorrelation