Superiority of LRRE under the Mean Squared Error Matrix Criterion in Linear Regression

摘要：

The aim of this paper is to make further studies on the superiority of the linearized ridge regression estimator (LRRE). We obtain the necessary and sufficient condition for the LRRE to be superior over the ordinary least squares estimator (OLSE) under the mean squared error matrix (MSEM) criterion. As a consequence, a refined sufficient condition is finally derived.

关键词： linear regression model multicollinearity ordinary least squares estimator linearized ridge regression estimator

作者: GAO Feng LIU Xuqing

作者单位: Faculty of Mathematics and Physics, Huaiyin Institute of Technology, Huaian, P.R.China, 223003

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 583-586

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）