Abstract
In multiple linear regression, the ordinary least squares estimator is very sensitive to the presence of multicollinearity and outliers in the response variable. To handle these problems in the data, Winsorized shrinkage estimators are proposed and the performance of these estimators is evaluated through mean square error sense.
DOI
10.22237/jmasm/1414814760
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
