MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS

REFERENCES

• Akdeniz , F. and Kaçiranlar , S. 1995 . On the almost unbiased generalized Liu estimator and unbiased estimation of the bias and mse . Communications in Statistics-Theory and Methods , 24 ( 7 ) : 1789 – 1797 .
   Web of Science ®Google Scholar
• Daniel , C. and Wood , F. S. 1980 . “ Fitting equations to data ” . In Computer analysis of multifactor data, Second Edition, with the assistance of John W. Gorman New York : Wiley .
   Google Scholar
• Gorman , J. W. and Toman , R. J. 1966 . Selection of variables for fitting equations to data . Technometrics , 8 : 27 – 51 .
   Web of Science ®Google Scholar
• Gruber , M. H.J. 1998 . Improving efficiency by shrinkage: The James Stein and ridge regression estimators New York : Marcel Dekker Inc. .
   Google Scholar
• Gunst , R. F. and Mason , R. L. 1976 . Generalized mean squared error properties of regression estimators . Communications in Statistics-Theory and Methods , A5 ( 15 ) : 1501 – 1508 .
   Google Scholar
• Hald , A. 1952 . Statistical theory with engineering applications New York : Wiley .
   Google Scholar
• Hamaker , H. C. 1962 . On multiple regression analysis . Statistica Neerlandica , 16 : 31 – 56 .
   Google Scholar
• Hoerl , A. E. and Kennard , R. W. 1970a . Ridge regression: Biased estimation for non-orthogonal problems . Technometrics , 12 : 55 – 67 .
   Web of Science ®Google Scholar
• Hoerl , A. E. and Kennard , R. W. 1970b . Ridge regression: Application for non-orthogonal problems . Technometrics , 12 : 69 – 82 .
   Web of Science ®Google Scholar
• Hoerl , A. E. and Kennard , R. W. 1976 . Ridge regression: Iterative estimation of the biasing parameter . Communications in Statistics-Theory and Methods , A5 ( 1 ) : 77 – 78 .
   Google Scholar
• Hoerl , A. E. , Kennard , R. W. and Baldwin , K. F. 1975 . Ridge regression: Some simulations . Communications in Statistics , 4 ( 2 ) : 105 – 123 .
   Google Scholar
• James , W. and Stein , C. 1961 . “ Estimation with quadratic loss ” . In Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability 361 – 379 . Berkeley : University of California Press .
   Google Scholar
• Kejian , L. A. 1993 . new class of biased estimate in linear regression . Communications in Statistics-Theory and Methods , 22 ( 2 ) : 393 – 402 .
   Web of Science ®Google Scholar
• Lawless , J. F. and Wang , P. 1976 . A simulation study of ridge and other regression estimators . Communications in Statistics-Theory and Methods , A5 ( 4 ) : 307 – 323 .
   Google Scholar
• Nomura , M. 1988 . On the almost unbiased ridge regression estimator . Communications in Statistics- Simulation and Computation , 17 : 729 – 743 .
   Web of Science ®Google Scholar
• Piegel , G. and Redgate , T. 1998 . A mixture experiment analysis of the Hald cement data . The American Statistician , 52 ( 1 ) : 23 – 30 .
   Google Scholar
• Stein , C. 1956 . “ Inadmissibility of usual estimator for the mean of a multivariate normal distribution ” . In Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability 197 – 206 . Berkeley : University of California Press .
   Google Scholar
• Trenkler , G. 1978 . An iteration estimator for the linear model. Compstat 1978, Wien 125 – 131 . Physica-Verlag .
   Google Scholar
• Trenkler , G. 1980 . Generalized mean square error comparisons of biased regression estimators . Communications in Statistics-Theory and Methods , A9 ( 12 ) : 1247 – 1259 .
   Google Scholar
• Woods , H. , Steniour , H. H. and Starke , H. R. 1932 . Effect of composition of Portland cement on heat evolved during hardening . Industrial and Engineering Chemistry , 24 : 1207 – 1214 .
   Google Scholar