Abstract

In this paper, the GM estimation is integrated with ridge estimation, principal component estimation and LIU estimation, resulting in a new class of robust unbiased estimation, and given the appropriate method of calculating. The example shows that such a new biased estimate is not only resistant to the interference of design matrix multicollinearity, but also withstands the adverse effects of outliers and high leverage points. They are really better than the LS estimation, unbiased estimation, robust M estimation and robust M-type biased estimation.

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