Modified Unbiased Optimal Estimator For Linear Regression Model

Abstract In this paper, we propose a novel form of Generalized Unbiased Optimal Estimator where the explanatory variables are multicollinear. The proposed estimator's bias, variance, and mean square error matrix (MSE) are calculated. The MSE criterion is used to compare the performance of this...

詳細記述

書誌詳細
出版年:مجلة جامعة الانبار للعلوم الصرفة
主要な著者: Hussein AL-jumaili, Mustafa Alheety
フォーマット: 論文
言語:英語
出版事項: University of Anbar 2023-12-01
主題:
オンライン・アクセス:https://juaps.uoanbar.edu.iq/article_181577_84e833d96d357fe9311cdc28e0905ff5.pdf