首页    期刊浏览 2024年11月08日 星期五
登录注册

文章基本信息

  • 标题:On the Performance of Some Biased Estimators in a Misspecified Model with Correlated Regressors
  • 本地全文:下载
  • 作者:Shalini Chandra ; Gargi Tyagi
  • 期刊名称:Statistics in Transition
  • 印刷版ISSN:1234-7655
  • 电子版ISSN:2450-0291
  • 出版年度:2017
  • 卷号:18
  • 期号:1
  • 页码:27-52
  • DOI:10.21307/stattrans-2016-056
  • 出版社:Exeley Inc.
  • 摘要:In this paper, the effect of misspecification due to omission of relevant variables on the dominance of the r − ( k , d ) class estimator proposed by Özkale (2012), over the ordinary least squares (OLS) estimator and some other competing estimators when some of the regressors in the linear regression model are correlated, have been studied with respect to the mean squared error criterion.A simulation study and numerical example have been demostrated to compare the performance of the estimators for some selected values of the parameters involved. Graphical.
  • 关键词:omission of relevant variables;multicollinearity;r − (k; d) class estimator;mean squared error
国家哲学社会科学文献中心版权所有