r − k Class estimator in the linear regression model with correlated errors
作者： Gülesen Üstündagˇ Şiray , Selahattin Kaçıranlar , Sadullah Sakallıoğlu
DOI: 10.1007/S00362-012-0484-8
关键词:
摘要: Autocorrelation in errors and multicollinearity among the regressors are serious problems regression analysis. The aim of this paper is to examine autocorrelation concurrently compare r − k class estimator generalized least squares estimator, principal components ridge by scalar matrix mean square error criteria linear model with correlated errors.
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