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Physical Sciences and Mathematics Commons™
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Articles 1 - 2 of 2
Full-Text Articles in Physical Sciences and Mathematics
Sampling The Porridge: A Comparison Of Ordered Variable Regression With F And R2 And Multiple Linear Regression With Corrected F And R2 In The Presence Of Multicollinearity, Grayson L. Baird, Stephen L. Bieber
Sampling The Porridge: A Comparison Of Ordered Variable Regression With F And R2 And Multiple Linear Regression With Corrected F And R2 In The Presence Of Multicollinearity, Grayson L. Baird, Stephen L. Bieber
Journal of Modern Applied Statistical Methods
Differences between the multiple linear regression model with Corrected R2 and Corrected F and the ordered variable regression model with R2 and F when intercorrelation is present are illustrated with simulated and real-world data.
A New Liu Type Of Estimator For The Restricted Sur Estimator, Kristofer Månsson, B. M. Golam Kibria, Ghazi Shukur
A New Liu Type Of Estimator For The Restricted Sur Estimator, Kristofer Månsson, B. M. Golam Kibria, Ghazi Shukur
Journal of Modern Applied Statistical Methods
A new Liu type of estimator for the seemingly unrelated regression (SUR) models is proposed that may be used when estimating the parameters vector in the presence of multicollinearity if the it is suspected to belong to a linear subspace. The dispersion matrices and the mean squared error (MSE) are derived. The new estimator may have a lower MSE than the traditional estimators. It was shown using simulation techniques the new shrinkage estimator outperforms the commonly used estimators in the presence of multicollinearity.