Estimation in Singular Linear Models with Stochastic Linear Restrictions and Linear Equality Restrictions |
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| Authors: | Hu Yang |
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| Affiliation: | Department of Statistics and Actuarial Science , Chongqing University , Chongqing , China |
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| Abstract: | This article is concerned with the parameter estimation in a singular linear regression model with stochastic linear restrictions and linear equality restrictions simultaneously. A new estimator is introduced and it is proved that the proposed estimator is superior to the least squares estimator and singular mixed estimator in the mean squared error sense under certain conditions. |
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| Keywords: | Least squares estimator Linear equality restrictions Singular mixed estimator Stochastic linear restrictions |
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