Title of article
Two kinds of restricted modified estimators in linear regression model
Author/Authors
Yalian Li&Hu Yang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
8
From page
1447
To page
1454
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
Multicollinearity , restricted modified Liu estimator , restricted modified ridge estimator , Prior information , Linear restrictions
Journal title
JOURNAL OF APPLIED STATISTICS
Serial Year
2011
Journal title
JOURNAL OF APPLIED STATISTICS
Record number
712614
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