Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model |
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| Authors: | Jibo Wu |
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| Affiliation: | 1. Key Laboratory of Group and Graph Theories and Applications, Chongqing University of Arts and Sciences, Chongqing, China;2. School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing, China |
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| Abstract: | In this article we introduce a modified restricted almost unbiased Liu estimator in linear regression model which satisfies the linear restrictions. The mean squared error matrix (MSEM) of the proposed estimator is derived and compared with the corresponding competitors in literature. Finally, a numerical example and a Monte Carlo simulation are given to illustrate some of the theoretical results. |
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| Keywords: | Linear model Mean squared error matrix Restricted almost unbiased Liu estimator Restricted Liu estimator |
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