The Performance Of Some Biased Estimators With Different Biased Parameter In Linear Regression Model

Authors

Mustafa Nadhim Lattef, University Of Anbar,Department of Mathematics, College of education for pure science
Mustafa I. Alheety

Document Type

Article

Abstract

To circumvent the problem of multicollinearity, biased estimation method has been suggested to improve the precision of estimators. In this paper, we study types of biased estimators that can help to reduce the effect of multicollinearity on estimation. A simulation study is carried out to study the relative effectiveness of certain types of biased estimators in comparison to some proposed estimated ridge parameter (k) that have been shown in the literature . Moreover, a real data set has been considered to support the simulation results based on the estimated mean square error criterion.

Keywords

Multiple linear regression model; Biased estimation, Multicollinearity, Monte Carlo simulation

Recommended Citation

Lattef, Mustafa Nadhim and Alheety, Mustafa I. (2020) "The Performance Of Some Biased Estimators With Different Biased Parameter In Linear Regression Model," Al-Qadisiyah Journal of Pure Science: Vol. 25 : No. 4 , Article 8.
Available at: https://doi.org/10.29350/qjps.2020.25.4.1208

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