Unbiased K-L estimator for the linear regression model

Background: In the linear regression model, the ordinary least square (OLS) estimator performance drops when multicollinearity is present. According to the Gauss-Markov theorem, the estimator remains unbiased when there is multicollinearity, but the variance of its regression estimates become inflat...

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Detalles Bibliográficos
Autores principales: Aladeitan, BENEDICTA, Lukman, Adewale F, Davids, Esther, Oranye, Ebele H, Kibria, Golam B M
Formato: Online Artículo Texto
Lenguaje:English
Publicado: F1000 Research Limited 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8825663/
https://www.ncbi.nlm.nih.gov/pubmed/35186270
http://dx.doi.org/10.12688/f1000research.54990.1

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8825663/
https://www.ncbi.nlm.nih.gov/pubmed/35186270
http://dx.doi.org/10.12688/f1000research.54990.1

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