Efficient two-parameter estimator in linear regression model

• Authors: Ashok V. Dorugade

Abstracts

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.

Keywords

EN

multicollinearity; ridge regression; two-parameter estimator; mean squared error

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2019
• Volume: 20
• Issue: 2
• Pages: 173-185

Contributors

author

Ashok V. Dorugade

• Y C Mahavidyalaya Halkarni, Tal-Chandgad, Kolhapur, Maharashtra India

Identifiers

DOI

10.21307/stattrans-2019-021

Biblioteka Nauki

1194454