Fitting Characteristics of the Two-Parameter Estimator in Linear Regression
Authors
Xin-feng Chang
Corresponding Author
Xin-feng Chang
Available Online August 2016.
- DOI
- 10.2991/icassr-15.2016.46How to use a DOI?
- Keywords
- Ridge estimator; Two-parameter estimator; PRESS statistic; Multicollinearity
- Abstract
Ozkale and Kaciranlar (2007) introduced the two-parameter (TP) estimator for the vector of parameters in a linear regression model. In this paper, several better fitting characteristics of the TP estimator than those of the ordinary least squares and ridge estimators are considered. Furthermore, we propose and investigate the prediction error sum of squares (PRESS) statistics for selecting the parameter of the TP estimator.
- Copyright
- © 2016, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Xin-feng Chang PY - 2016/08 DA - 2016/08 TI - Fitting Characteristics of the Two-Parameter Estimator in Linear Regression BT - Proceedings of the 3d International Conference on Applied Social Science Research PB - Atlantis Press SP - 160 EP - 162 SN - 1951-6851 UR - https://doi.org/10.2991/icassr-15.2016.46 DO - 10.2991/icassr-15.2016.46 ID - Chang2016/08 ER -