An evaluation of biased estimators of regression coefficients—A simulation study |
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| Authors: | M Precht P S S N V P Rao |
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| Institution: | 1. Abt. Mathematik und Statistik Datenverarbeitungsstelle Weihenstephan, D-8050, Freising 12
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| Abstract: | Different versions of generalized and ordinary ridge estimators and shrinkage estimators of regression coefficients are studied in comparison with least squares estimators using simulations. The results show that some of the biased estimators considered are better than the least squares estimator in general and the improvement is substantial in some cases. |
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