College of Mathematics and Statistics , Chongqing University , Chongqing , China
Abstract:
In this article, the stochastic restricted almost unbiased ridge regression estimator and stochastic restricted almost unbiased Liu estimator are proposed to overcome the well-known multicollinearity problem in linear regression model. The quadratic bias and mean square error matrix of the proposed estimators are derived and compared. Furthermore, a numerical example and a Monte Carlo simulation are given to illustrate some of the theoretical results.