• 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