Two kinds of restricted modified estimators in linear regression model |
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Authors: | Yalian Li Hu Yang |
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Affiliation: | Department of Statistics and Actuarial Science , Chongqing University , Chongqing, 400030, China |
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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. |
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Keywords: | restricted modified Liu estimator restricted modified ridge estimator prior information linear restrictions multicollinearity |
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