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