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Article | 17-July-2017

On the Performance of Some Biased Estimators in a Misspecified Model with Correlated Regressors

Abstract In this paper, the effect of misspecification due to omission of relevant variables on the dominance of the r − (k, d) class estimator proposed by Özkale (2012), over the ordinary least squares (OLS) estimator and some other competing estimators when some of the regressors in the linear regression model are correlated, have been studied with respect to the mean squared error criterion. A simulation study and numerical example have been demostrated to compare the performance of the

Shalini Chandra, Gargi Tyagi

Statistics in Transition New Series, Volume 18 , ISSUE 1, 27–52

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