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Showing 2 results for Linear Regression
Sedighe Zamani Mehryan, Ali Reza Nematollahi,
Volume 7, Issue 2 (3-2014)
Abstract
In this paper, the pseudo-likelihood estimators and the limiting distribution of the score test statistic associated with several hypothesis tests such as unit root test for the linear regression models with stationary and nonstationary residuals are calculated. The limiting behavior of theses test statistics by using a simpler approach of the original presentation is derived. Also by using a Mont Carlo method, it is shown that the derived pseudo-likelihood estimators are appropriate. The quantiles of the limiting distribution of the test statistic for a unit root are also calculated and a new table is provided which can be used by researchers for the unit root test.
Zahra Zandi, Hossein Bevrani,
Volume 16, Issue 2 (3-2023)
Abstract
This paper suggests Liu-type shrinkage estimators in linear regression model in the presence of multicollinearity under subspace information. The performance of the proposed estimators is compared to Liu-type estimator in terms of their relative efficiency via a Monte Carlo simulation study and a real data set. The results reveal that the proposed estimators outperform better than the Liu-type estimator.
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