Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
Year of publication: |
2002-03-11
|
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Authors: | Kibria, B. M. Golam ; Saleh, A.K. Md. E. |
Institutions: | Départment des sciences administratives, Université du Québec en Outaouais (UQO) |
Subject: | Dominance | Lagrangian Multiplier | Likelihood Ratio Test | MSE | Non-central Chisquare and F | Ridge Regression | Superiority | Wald Test |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number lrsp-TRS364 26 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C40 - Econometric and Statistical Methods: Special Topics. General |
Source: |
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