Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors
In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination...
Saved in:
| Main Authors: | Hoda Mohammadi, Abdolrahman Rasekh |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Tehran
2019-07-01
|
| Series: | Journal of Sciences, Islamic Republic of Iran |
| Subjects: | |
| Online Access: | https://jsciences.ut.ac.ir/article_71760_85030dff5e3f5a47965027bfddd9f1c1.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Diagnostic Measures in Ridge Regression Model with AR(1) Errors under the Stochastic Linear Restrictions
by: A. Zaherzadeh Zaherzadeh, et al.
Published: (2018-01-01) -
New Versions of Liu-type Estimator in Weighted and non-weighted Mixed Regression Model
by: Mustafa Ismaeel Naif Alheety
Published: (2020-03-01) -
Simulation of sample paths and distribution of liu integrals
by: Behrouz Fathi Vajargah, et al.
Published: (2021-06-01) -
New solitary waveforms and their dynamics in the stochastic generalized Chen–Lee–Liu model
by: Ahmed M. Elsherbeny, et al.
Published: (2025-03-01) -
New Stochastic Restricted Biased Regression Estimators
by: Issam Dawoud, et al.
Published: (2024-12-01)