• شماره ركورد كنفرانس
    5362
  • عنوان مقاله

    Improved Ridge-Type Estimators in Multivariate Multiple Linear Model

  • پديدآورندگان

    Seifollahi Solmaz s.seifollahi.k@gmail.com University of Tabriz , Bevrani Hossein bevrani@gmail.com University of Tabriz , Kamary Kaniav kaniav.kamary@centralesupelec.fr Laboratoire MICS

  • تعداد صفحه
    6
  • كليدواژه
    Ordinary ridge estimator , restricted ridge , type estimator , James , Stein ridge , type estimator , preliminary test ridge , type estimator
  • سال انتشار
    1402
  • عنوان كنفرانس
    دوازدهمين سمينار جبر خطي و كاربردهاي آن
  • زبان مدرك
    انگليسي
  • چكيده فارسي
    ‎This paper focus on estimating of the multivariate multiple linear models (MMLMs) when multicollinearity presents in the design matrix‎. ‎Among the estimators proposed to tackle the problem of multicollinearity‎, ‎the ridge estimator is popular‎. ‎We propose the ridge-type estimators of the coefficient matrix when the multicollinearity exists along with the prior information about the coefficients‎. ‎A simulation study is utilized to compare the relative efficiency of proposed estimators and finally‎, ‎we analyze a real dataset by the proposed estimators to show the usefulness of the proposed estimators‎.
  • كشور
    ايران