Browsing Department of Physical Science by Subject "Misspecified Regression Model"

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Modified Stochastic Restricted Ridge Estimator in Misspecified Linear Regression Model

Kayanan, M.; Wijekoon, P. (Institute of Applied Statistics, Sri Lanka, 28-12-18)

Misspecification of the linear model due to omitting relevant explanatory variable from the model and multicollinearity among the explanatory variables are considered as two of the problems which are considered seriously ...
Performance of Existing Biased Estimators and the Respective Predictors in a Misspecified Linear Regression Model

Kayanan, M.; Wijekoon, P. (Scientific Research Publishing, 31-10-17)

In this paper, the performance of existing biased estimators (Ridge Estimator (RE), Almost Unbiased Ridge Estimator (AURE), Liu Estimator (LE), Almost Unbiased Liu Estimator (AULE), Principal Component Regression Estimator ...

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