A generalized inverse regression estimator in multi-univariate linear calibration |
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Authors: | Hidekazu Takeuchi |
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Affiliation: | Department of Economics , Tokyo Keizai University , Kokubunji-shi, Tokyo, 185, Japan |
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Abstract: | A multivariate linear calibration problem, in which response variable is multivariate and explanatory variable is univariate, is considered. In this paper a class of generalized inverse regression estimators is proposed in multi-univariate linear calibration. It includes the classical estimator and the inverse regression one (or Krutchkoff estimator). For the proposed estimator we derive the expressions of bias and mean square error (MSE). Furthermore the behavior of these characteristics is investigated through an analytical method. In addition through a numerical study we confirm the existence of a generalized inverse regression estimator to improve both the classical and the inverse regression estimators on the MSE criterion. |
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Keywords: | classical estimator inverse regression Krutchkoff estimator |
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