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Two jackknife estimators for the signal and comparison of their performance by a Monte Carlo simulation

Temesgen Zewotir, Eshetu Wencheko

Abstract




ABSTRACT: The paper introduces two jackknife estimators of the signal. The mean square errors of the proposed estimators and two other estimators of the signal are studied by simulation. The results of the study show that in designs having weak to mild collinearities both jackknife estimators are more efficient than the naive estimator as well as non-negative minimum biased estimator. The non-negative minimum biased estimator performs better under strong collinearity.

SINET: Ethiopian Journal of Science Vol. 23, No. 2 (December 2000), pp. 163-180




Key words/phrases: Jackknife estimators, mean square error, non negative minimum biased estimator, naive estimator, pseudo-values

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SINET: Ethiopian Journal of Science.   ISSN: 0379-2897