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- W1965903152 abstract "Stein-Rule estimator for regression problems has been studied by several authors including Sclove (1968) and others listed in Vinod's (1978) survey. Ullah and Ullah (1978) provide the expressions for the mean squared error (MSE) of a double k-class (KK) estimator with parameters k1 and k2. When k2=1 the Stein-Rule estimator becomes a special case of KK and an optimal choice of k1 is known. This paper explores optimal theoretical choice of k1 and k2. We note that negative choices of k2 are permissible, and that thereis a large range of choices for K1 and k2 where the MSE of the Stein-Rule estimator can be reduced for regression problems based on multicollinear data. A simulation experiment is included." @default.
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- W1965903152 date "1980-02-01" @default.
- W1965903152 modified "2023-09-27" @default.
- W1965903152 title "Improved stein-rule estimator for regression problems" @default.
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- W1965903152 doi "https://doi.org/10.1016/0304-4076(80)90002-0" @default.
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