Chandra, Shalini; Sarkar, Nityananda - In: International Econometric Review (IER) 7 (2015) 1, pp. 1-12
In the case of ill-conditioned design matrix in linear regression model, the r - (k, d) class estimator was proposed …, including the ordinary least squares (OLS) estimator, the principal component regression (PCR) estimator, and the two …-parameter class estimator. In this paper, we opted to evaluate the performance of the r - (k, d) class estimator in comparison to …