Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators |
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Authors: | Hu Yang Jianwen Xu |
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Affiliation: | College of Mathematics and Physics , Chongqing University , Chongqing , China |
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Abstract: | In this article, we introduce two almost unbiased estimators for the vector of unknown parameters in a linear regression model when additional linear restrictions on the parameter vector are assumed to hold. Superiority of the two estimators under the mean squared error matrix (MSEM) is discussed. Furthermore, a numerical example and simulation study are given to illustrate some of the theoretical results. |
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Keywords: | Mean squared error matrix Restricted almost unbiased Liu estimator Restricted almost unbiased ridge estimator |
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