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Statistische Hefte

, Volume 26, Issue 1, pp 263–285 | Cite as

An evaluation of biased estimators of regression coefficients—A simulation study

  • M. Precht
  • P. S. S. N. V. P. Rao
Articles

Abstract

Different versions of generalized and ordinary ridge estimators and shrinkage estimators of regression coefficients are studied in comparison with least squares estimators using simulations. The results show that some of the biased estimators considered are better than the least squares estimator in general and the improvement is substantial in some cases.

Keywords

Mean Square Error Ridge Regression Shrinkage Estimator Ridge Parameter Predictive Mean Square Error 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • M. Precht
    • 1
  • P. S. S. N. V. P. Rao
    • 1
  1. 1.Abt. Mathematik und Statistik Datenverarbeitungsstelle WeihenstephanFreising 12

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