A New Stochastic Restricted Liu Estimator in Weighted Mixed Regression

In this article, we consider the estimation for the vector of parameters in a linear regression model by unifying the sample and the prior information. A new Liu-type biased estimator called weighted stochastic restricted Liu estimator is proposed. Furthermore, necessary and sufficient conditions for the superiority of the weighted stochastic restricted Liu estimator over the Liu estimator, the weighted mixed estimator proposed by Scharin and Toutenburg (1990) and the weighted mixed Liu estimator proposed by Hu Yang (2009) in the mean squared error matrix sense are derived. Finally, a numerical example and a Monte Carlo simulation study are given to illustrate some of the theoretical results.