An unbiased estimator with prior information
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DOI: 10.1080/25765299.2019.1706799
Abstract: Abstract The ordinary least square (OLS) estimator suffers a breakdown in the presence of multicollinearity. The estimator is still unbiased but possesses a significant variance. In this study, we proposed an unbiased modified ridge-type estimator… read more here.
Keywords: estimator prior; estimator; unbiased estimator; prior information ... See more keywords