This paper deals with the improved forecasts for the values of the study variable in linear regression models utilizing the minimum risk approach. It considers the simultaneous forecasting of actual and average values of the study variable and reports the performance properties of the classical...

This paper considers the estimation of the parameters of measurement error models where the estimated covariance matrix of the regression parameters is ill conditioned. We consider the Hoerl and Kennard type (1970) ridge regression (RR) modifications of the five quasi-empirical Bayes estimators...