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An overview of biased estimators

Ng, Set Foong, and Low, Heng Chin, and Guah, Soon Hoe, (2007) An overview of biased estimators. Journal of Physical Science, 18 (2). pp. 89-109.

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Official URL: http://www.usm.my/jps/18-2-07/Article%2018-2-7.pdf

Affiliations

Universiti Teknologi MARA. Dept. of Information Technology and Quantitative Sciences
Universiti Sains Malaysia. School of Mathematical Sciences
Universiti Sains Malaysia. School of Mathematical Sciences

Abstract

Some biased estimators have been suggested as a means of improving the accuracy of parameter estimates in a regression model when multicollinearity exists. The rationale for using biased estimators instead of unbiased estimators when multicollinearity exists is given in this paper. A summary for a list of biased estimators is also given in this paper.

Item Type:Journal
Keywords:multicollinearity, regression, unbiased estimor
Subjects:Q Science, Computer Science
ID Code:5357

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