A Note on the Performance of Biased Estimators with Autocorrelated Errors
It is a well-established fact in regression analysis that multicollinearity and autocorrelated errors have adverse effects on the properties of the least squares estimator. Huang and Yang (2015) and Chandra and Tyagi (2016) studied the PCTP estimator and the r-(k,d) class estimator, respectively, to...
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| Format: | Article |
| Language: | English |
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Wiley
2017-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2017/2045653 |
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| _version_ | 1832550372546183168 |
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| author | Gargi Tyagi Shalini Chandra |
| author_facet | Gargi Tyagi Shalini Chandra |
| author_sort | Gargi Tyagi |
| collection | DOAJ |
| description | It is a well-established fact in regression analysis that multicollinearity and autocorrelated errors have adverse effects on the properties of the least squares estimator. Huang and Yang (2015) and Chandra and Tyagi (2016) studied the PCTP estimator and the r-(k,d) class estimator, respectively, to deal with both problems simultaneously and compared their performances with the estimators obtained as their special cases. However, to the best of our knowledge, the performance of both estimators has not been compared so far. Hence, this paper is intended to compare the performance of these two estimators under mean squared error (MSE) matrix criterion. Further, a simulation study is conducted to evaluate superiority of the r-(k,d) class estimator over the PCTP estimator by means of percentage relative efficiency. Furthermore, two numerical examples have been given to illustrate the performance of the estimators. |
| format | Article |
| id | doaj-art-b567000fc2514184a3c62003a241bf78 |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 2017-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-b567000fc2514184a3c62003a241bf782025-02-03T06:07:04ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252017-01-01201710.1155/2017/20456532045653A Note on the Performance of Biased Estimators with Autocorrelated ErrorsGargi Tyagi0Shalini Chandra1Department of Mathematics & Statistics, Banasthali University, Rajasthan 304022, IndiaDepartment of Mathematics & Statistics, Banasthali University, Rajasthan 304022, IndiaIt is a well-established fact in regression analysis that multicollinearity and autocorrelated errors have adverse effects on the properties of the least squares estimator. Huang and Yang (2015) and Chandra and Tyagi (2016) studied the PCTP estimator and the r-(k,d) class estimator, respectively, to deal with both problems simultaneously and compared their performances with the estimators obtained as their special cases. However, to the best of our knowledge, the performance of both estimators has not been compared so far. Hence, this paper is intended to compare the performance of these two estimators under mean squared error (MSE) matrix criterion. Further, a simulation study is conducted to evaluate superiority of the r-(k,d) class estimator over the PCTP estimator by means of percentage relative efficiency. Furthermore, two numerical examples have been given to illustrate the performance of the estimators.http://dx.doi.org/10.1155/2017/2045653 |
| spellingShingle | Gargi Tyagi Shalini Chandra A Note on the Performance of Biased Estimators with Autocorrelated Errors International Journal of Mathematics and Mathematical Sciences |
| title | A Note on the Performance of Biased Estimators with Autocorrelated Errors |
| title_full | A Note on the Performance of Biased Estimators with Autocorrelated Errors |
| title_fullStr | A Note on the Performance of Biased Estimators with Autocorrelated Errors |
| title_full_unstemmed | A Note on the Performance of Biased Estimators with Autocorrelated Errors |
| title_short | A Note on the Performance of Biased Estimators with Autocorrelated Errors |
| title_sort | note on the performance of biased estimators with autocorrelated errors |
| url | http://dx.doi.org/10.1155/2017/2045653 |
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