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A Stochastic Restricted Principal Components Regression Estimator in the Linear Model

We propose a new estimator to combat the multicollinearity in the linear model when there are stochastic linear restrictions on the regression coefficients. The new estimator is constructed by combining the ordinary mixed estimator (OME) and the principal components regression (PCR) estimator, which...

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Detalles Bibliográficos
Autores principales: He, Daojiang, Wu, Yan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3921953/
https://www.ncbi.nlm.nih.gov/pubmed/24587714
http://dx.doi.org/10.1155/2014/231506

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