Surveys in Mathematics and Mathematical Sciences
Volume 1, Issue 1, Pages 53 - 64
(February 2012)
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TWO JACKKNIFED RIDGE ESTIMATORS IN LINEAR MODELS
Hongchang Hu
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Abstract: In this paper, we introduce the generalized jackknifed ridge (GJR) estimator and jackknifed ridge estimator in a linear model with correlated or heteroscedastic errors. Therefore, we extend the jackknifed ridge (JR) estimator proposed by Ozkale [1]. Under a mean square error (MSE) and some conditions, the GJR estimator is superior to the generalized ridge (GR) estimator, and estimator is superior to the GJR and ridge estimators. Furthermore, we build several models for GPS data of dam deformation by these estimation methods, and the application is given to illuminate our theoretical results. |
Keywords and phrases: generalized jackknifed ridge estimator, jackknifed ridge estimator, linear model, mean square error, dam deformation. |
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