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
Pages :
8
From page :
1447
To page :
1454
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
Serial Year :
2011
Journal title :
JOURNAL OF APPLIED STATISTICS
Record number :
712614
Link To Document :
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