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  • 标题:Multicollinearity and maximum entropy leuven estimator
  • 本地全文:下载
  • 作者:Sudhanshu Mishra
  • 期刊名称:Economics Bulletin
  • 电子版ISSN:1545-2921
  • 出版年度:2004
  • 卷号:3
  • 出版社:Economics Bulletin
  • 摘要:Multicollinearity is a serious problem in applied regression analysis. Q. Paris (2001) introduced the MEL estimator to resolve the multicollinearity problem. This paper improves the MEL estimator to the Modular MEL (MMEL) estimator and shows by Monte Carlo experiments that MMEL estimator performs significantly better than OLS as well as MEL estimators.
  • 关键词:maximum entropy
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