Generalized Mean Squared Error Properties of Regression Estimators,
Abstract
Theobald (1974) compares Ordinary Least Squares and Ridge Regression estimators of regression parameters using a generalized mean squared error criterion. This paper presents the generalized mean squared error of a Principal Components Regression estimator and comparisons are made with each of the above estimators. In general the choice of which estimator to use depends on the magnitude and the orientation of the unknown parameter vector.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1976
- Accession Number
- ADA027772
Entities
People
- R. F. Gunst
- R. L. Mason
Organizations
- Southern Methodist University