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Biased estimation: an ordinary ridge type estimators.

Author(s)
Islam Noor Mathematics Department, University of Peshawar, Peshawar, Pakistan
Bashir-Ullah Statistics Department, University of Peshawar, Peshawar, Pakistan
Abstract
An Ordinary Ridge--Type Estimator is proposed for the estimation of regression coefficients in the presence of multicollinearity in the design matrix. For exposition, mean square error of the estimator for different values of biasing parameter are computed considering two set of data taken from the literature. A comparison with Ordinary Ridge Estimator and OLS Estimator are also presented.
Publication Details
Page(s) 49-55
DOI DOI not available
Published Journal: Scientific khyber, Volume: 1, Issue: 1, Year: 1988

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