caa a22 4500 477062709 CHVBK 20180405111405.0 cr unu---uuuuu 170330e19960301xx s 000 0 eng 10.1007/BF00049291 doi (NATIONALLICENCE)springer-10.1007/BF00049291 r-k Class estimation in regression model with concomitant variables [Elektronische Daten] [Masayuki Jimichi, Nobuo Inagaki] We treat with the r-k class estimation in a regression model, which includes the ordinary least squares estimator, the ordinary ridge regression estimator and the principal component regression estimator as special cases of the r-k class estimator. Many papers compared total mean square error of these estimators. Sarkar (1989, Ann. Inst. Statist. Math., 41, 717-724) asserts that the results of this comparison are still valid in a misspecified linear model. We point out some confusions of Sarkar and show additional conditions under which his assertion holds. The Institute of Statistical Mathematics, 1996 Concomitant variables nationallicence multicollinearity nationallicence ordinary least squares estimator nationallicence ordinary ridge regression estimator nationallicence principal component regression estimator nationallicence r-k class estimator nationallicence Jimichi Masayuki School of Business Administration, Kwansei Gakuin University, 1-155, Uegaharaichiban-cho, 662, Nishinomiya, Hyogo, Japan aut Inagaki Nobuo Department of Mathematical Science, Faculty of Engineering Science, Osaka University, Machikaneyama-cho, 560, Toyonaka, Osaka, Japan aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/1(1996-03-01), 89-95 0020-3157 48:1<89 1996 48 10463 https://doi.org/10.1007/BF00049291 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00049291 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Jimichi Masayuki School of Business Administration, Kwansei Gakuin University, 1-155, Uegaharaichiban-cho, 662, Nishinomiya, Hyogo, Japan aut NATIONALLICENCE 700 1- Inagaki Nobuo Department of Mathematical Science, Faculty of Engineering Science, Osaka University, Machikaneyama-cho, 560, Toyonaka, Osaka, Japan aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/1(1996-03-01), 89-95 0020-3157 48:1<89 1996 48 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer