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Details van artikel 18 van 28 gevonden artikelen
| Titel: |
Fractional principal components regression: a general approach to biased estimators |
| Auteur: |
Lee, Wonwoo Birch, Jeffrey B. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 17 (1988) nr. 3 pagina's 713-727 |
| Jaar: |
1988 |
| Inhoud: |
Several biased estimators have been proposed as alternatives to the least squares estimator when multicollinearity is present in the multiple linear regression model. The ridge estimator and the principal components estimator are two techniques that have been proposed for such problems. In this paper the class of fractional principal component estimators is developed for the multiple linear regression model. This class contains many of the biased estimators commonly used to combat multicollinearity. In the fractional principal components framework, two new estimation techniques are introduced. The theoretical performances of the new estimators are evaluated and their small sample properties are compared via simulation with the ridge, generalized ridge and principal components estimators |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 18 van 28 gevonden artikelen
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