Two Kinds of Restricted Estimators in Singular Linear Regression |
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| Authors: | Yalian Li Hu Yang |
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| Affiliation: | 1. College of Mathematics and Statistics , Chongqing University , Chongqing, China yaliancqu@gmail.com;3. College of Mathematics and Statistics , Chongqing University , Chongqing, China |
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| Abstract: | ![]()
In this article, the parameter estimators in singular linear model with linear equality restrictions are considered. The restricted root estimator and the generalized restricted root estimator are proposed and some properties of the estimators are also studied. Furthermore, we compare them with the restricted unified least squares estimator and show their sufficient conditions under which their superior over the restricted unified least squares estimator in terms of mean squares error, and discuss the choice of the unknown parameters of the generalized restricted root estimator. |
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| Keywords: | Generalized restricted root estimator Mean squares error Restricted root estimator Restricted unified least squares estimator Singular linear model |
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