Earth and Planetary Sciences
8 years ago

Mixed estimator outperforms least square estimator in regression models.

1 view
JUSTC
Small Sample Properties for Mixed Estimator of Regression Coefficients Under Misspecified Regression Model
Wei Lai-sheng

Paper Summary

The mixed regression estimator (MRE) outperforms the least square estimator (LSE) in estimating regression coefficients when the regression model is not perfectly specified. This was shown through comparisons based on the mean square error matrix (MSE M) and Pitman Closeness (PC) criteria.

Related papers

Theme background image
Mathematics
8 years ago

New linear estimator outperforms traditional method in regression accuracy.

Multicollinearity
Dimensionality Reduction
2 views
Theme background image
Engineering
8 years ago

New ridge estimator improves accuracy of linear regression predictions

Optoelectronic Systems
Remote Sensing
Control Systems
1 view
Theme background image
Computer Science
8 years ago

Generalized ridge estimator outperforms least square in regression accuracy.

Dimensionality Reduction
Spatial Data Mining
Multicollinearity
1 view