Title of article :
Two kinds of restricted modified estimators in linear regression model
Author/Authors :
Yalian Li&Hu Yang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
In this paper, we introduce two kinds of new restricted estimators called restricted modified Liu estimator
and restricted modified ridge estimator based on prior information for the vector of parameters in a linear
regression model with linear restrictions. Furthermore, the performance of the proposed estimators in
mean squares error matrix sense is derived and compared. Finally, a numerical example and a Monte Carlo
simulation are given to illustrate some of the theoretical results.
Keywords :
Multicollinearity , restricted modified Liu estimator , restricted modified ridge estimator , Prior information , Linear restrictions
Journal title :
JOURNAL OF APPLIED STATISTICS
Journal title :
JOURNAL OF APPLIED STATISTICS