On the variance parameter estimator in general linear models
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DOI: 10.1007/s00184-019-00751-4
Abstract: In the present note we consider general linear models where the covariates may be both random and non-random, and where the only restrictions on the error terms are that they are independent and have finite… read more here.
Keywords: parameter estimator; estimator; variance parameter; general linear ... See more keywords
Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator
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DOI: 10.1007/s40314-018-0628-0
Abstract: In simultaneous equations model, two-stage least squares estimator is easy to apply and commonly preferred. When multicollinearity exists, two-stage least squares estimator has some drawbacks and it is no longer favorable. In this context, biased… read more here.
Keywords: parameter estimator; estimation; simultaneous equations; two parameter ... See more keywords
A Modified New Two-Parameter Estimator in a Linear Regression Model
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DOI: 10.1155/2019/6342702
Abstract: The literature has shown that ordinary least squares estimator (OLSE) is not best when the explanatory variables are related, that is, when multicollinearity is present. This estimator becomes unstable and gives a misleading conclusion. In… read more here.
Keywords: modified new; parameter estimator; estimator; new two ... See more keywords