On the restricted almost unbiased two-parameter estimator in linear regression model |
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| Authors: | Hua Huang Wende Yi |
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| Affiliation: | 1. School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing, China;2. Key Laboratory of Group &3. Graph Theories and Applications, Chongqing University of Arts and Sciences, Chongqing, China |
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| Abstract: | Özkale and Kaçiranlar introduced the restricted two-parameter estimator (RTPE) to deal with the well-known multicollinearity problem in linear regression model. In this paper, the restricted almost unbiased two-parameter estimator (RAUTPE) based on the RTPE is presented. The quadratic bias and mean-squared error of the proposed estimator is discussed and compared with the corresponding competitors in literatures. Furthermore, a numerical example and a Monte Carlo simulation study are given to explain some of the theoretical results. |
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| Keywords: | Linear regression model Mean-squared error Restricted two-parameter ridge estimator |
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