Advances and Applications in Statistics
Volume 48, Issue 6, Pages 411 - 428
(June 2016) http://dx.doi.org/10.17654/AS048060411 |
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A SIMULATION STUDY FOR SURE ESTIMATORS WITH AN APPLICATION IN AIR NAVIGATION IN SAUDI ARABIA
Ahmed H. Youssef, Ali H. Almarshadi and Abdulqader H. Almusabi
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Abstract: The principal objective of this paper was to compare the SURE and the GLS estimators with varying sample sizes and correlation. We have found that the SURE estimator was better than the GLS estimator, where the MSE was concerned, when the correlation between equations increased. Real air navigation data from General Authority of Civil Aviation in Saudi Arabia was applied. |
Keywords and phrases: seemingly unrelated regression equation, GLS estimator, simulation technique, regression analysis, SUUR equation. |
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