Use Of The Mean Quadratic Error Of Prediction For The Construction Of Biased Linear-Models
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Date
1993
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier Science Bv
Abstract
The main practical problems caused by multi-collinearity are reviewed. The biased estimators based on the generalization of principal components for avoiding multi-collinearity problems are described. The mean quadratic error of prediction criterion is used for the selection of suitable bias. Some advantages of biased regression are demonstrated on the problem of intercept estimation in a polynomial model.
Description
Subject(s)
OPTIMIZATION METHODS, Biased linear models, MEAN QUADRATIC ERROR OF PREDICTION, MULTI-COLLINEARITY
Citation
ISSN
0003-2670