Comparisons among some estimators in misspecified linear models with multicollinearity

Nityananda Sarkar

Annals of the Institute of Statistical Mathematics, 1989, vol. 41, issue 4, 717-724

Keywords: Misspecification; multicollinearity; ordinary ridge regression estimator; principal components regression estimator; r-k class estimator (search for similar items in EconPapers)
Date: 1989
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DOI: 10.1007/BF00057737

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