On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression

被引：6

作者：

Liu, Chaolin ^{[1
]}

Yang, Hu ^{[1
]}

Wu, Jibo ^{[1
]}

机构：

[1] Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China

来源：

JOURNAL OF APPLIED MATHEMATICS | 2013年

基金：

中国国家自然科学基金;

关键词：

PRINCIPAL COMPONENT REGRESSION; LIU ESTIMATOR; ERROR; BIAS;

D O I：

10.1155/2013/902715

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We introduce the weighted mixed almost unbiased ridge estimator (WMAURE) based on the weighted mixed estimator (WME) (Trenkler and Toutenburg 1990) and the almost unbiased ridge estimator (AURE) (Akdeniz and Erol 2003) in linear regression model. We discuss superiorities of the new estimator under the quadratic bias (QB) and the mean square error matrix (MSEM) criteria. Additionally, we give a method about how to obtain the optimal values of parameters k and w. Finally, theoretical results are illustrated by a real data example and a Monte Carlo study.

引用

页数：10

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