The problem of collinearity suggests the search for an alternative to ordinary least squares which, although biased, might reduce the mean square error of the coefficient of interest. Two types of estimators are examined, and the corresponding mean square error loss functions are calculated.
MLA
Feldstein, Martin S.. “Multicollinearity and the Mean Square Error of Alternative Estimators.” Econometrica, vol. 41, .no 2, Econometric Society, 1973, pp. 337-346, https://www.jstor.org/stable/1913493
Chicago
Feldstein, Martin S.. “Multicollinearity and the Mean Square Error of Alternative Estimators.” Econometrica, 41, .no 2, (Econometric Society: 1973), 337-346. https://www.jstor.org/stable/1913493
APA
Feldstein, M. S. (1973). Multicollinearity and the Mean Square Error of Alternative Estimators. Econometrica, 41(2), 337-346. https://www.jstor.org/stable/1913493
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