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
كليدواژه :
Ordinary ridge estimator , restricted ridge , type estimator , James , Stein ridge , type estimator , preliminary test ridge , type estimator
عنوان كنفرانس :
دوازدهمين سمينار جبر خطي و كاربردهاي آن
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.
