作者： Selahattin Kaciranlar , Fikri Akdeniz
DOI:
关键词: Newey–West estimator 、 Mathematics 、 Ordinary least squares 、 Bias of an estimator 、 Estimator 、 Mean squared error 、 Statistics 、 Principal component regression 、 Linear predictor function 、 Linear least squares
摘要: SUMMARY. This paper deals with the standard multiple linear regression model (y;Xfl; ae 2 I), where matrix X is assumed to be full column rank. We introduced a new biased (restricted Liu ) estimator and compare restricted least squres in mean-squared error sense.