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The restricted least squares estimator and ridge regression

✍ Scribed by Farebrother, R.W.


Book ID
120657269
Publisher
Taylor and Francis Group
Year
1984
Tongue
English
Weight
166 KB
Volume
13
Category
Article
ISSN
0361-0926

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Necessary and sufficient conditions for
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Razzaghi [Comm. Statist. Ser. B 16 (1987) 899-902] investigated the di erence of dispersion matrices of competing estimators in the general linear model when the dispersion matrix of the disturbance vector is misspeciΓΏed. The aim of this paper is to strengthen Razzaghi's result by claiming his su c