سامانه پشتیبانی خدمات اطلاعات

  اخبار و اعلانات

 آمار

تعداد نشریات161
تعداد شماره‌ها6,489
تعداد مقالات70,096
تعداد مشاهده مقاله123,141,384
تعداد دریافت فایل اصل مقاله96,375,067
Mohammadi, Hoda, Rasekh, Abdolrahman. (1398). Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors. , 30(3), 271-285. doi: 10.22059/jsciences.2019.275988.1007375
Hoda Mohammadi; Abdolrahman Rasekh. "Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors". , 30, 3, 1398, 271-285. doi: 10.22059/jsciences.2019.275988.1007375
Mohammadi, Hoda, Rasekh, Abdolrahman. (1398). 'Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors', , 30(3), pp. 271-285. doi: 10.22059/jsciences.2019.275988.1007375
Mohammadi, Hoda, Rasekh, Abdolrahman. Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors. , 1398; 30(3): 271-285. doi: 10.22059/jsciences.2019.275988.1007375

Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors

Journal of Sciences, Islamic Republic of Iran
مقاله 7، دوره 30، شماره 3، مهر 2019، صفحه 271-285    اصل مقاله (402.12 K)
نوع مقاله: Original Paper
شناسه دیجیتال (DOI): 10.22059/jsciences.2019.275988.1007375
نویسندگان
Hoda Mohammadi1؛ Abdolrahman Rasekh* 2
1Department of Statistics, Faculty of Mathematics and Computer Sciences, Shahid Chamran University of Ahvaz, Ahvaz, Islamic Republic of Iran
2Department of Statistics, Shahid Chamran University of Ahvaz
چکیده
In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination of the biased Liu estimator and stochastic linear restrictions estimator is considered to overcome the effect of collinearity on the estimated coefficients. In addition, the deletion formulas for the detection of influential observations are presented for the proposed estimator. Finally, a simulation study and numerical example have been conducted to show the superiority of the proposed procedures.
کلیدواژه‌ها
Liu estimator؛ Linear stochastic restrictions؛ Collinearity؛ Autocorrelated error؛ Influence analysis
آمار
تعداد مشاهده مقاله: 390
تعداد دریافت فایل اصل مقاله: 498


سامانه مدیریت نشریات علمی. قدرت گرفته از سیناوب