A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model

被引:1
作者
Alheety, Mustafa I. [1 ]
Kibria, B. M. Golam [2 ]
机构
[1] Univ Anbar FIU, Coll Educ Pure Sci, Dept Math, Ramadi, Iraq
[2] Florida Int Univ, Dept Math & Stat, Miami, FL 33199 USA
关键词
Mean squared error matrix; Mixed estimator; Ridge regression estimator; Unbiased Two-Parameter Estimation; PRIOR INFORMATION;
D O I
10.1080/03610918.2019.1586925
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Crouse et al. (Commun Stat Theory Methods 24:2341-2354, 1995) proposed the unbiased ridge regression estimator for the multicollinear regression model. Jibo Wu (The Scientific World Journal; Volume 2014, Article ID 206943, 1-8) introduced an unbiased two-parameter estimator based on prior information and two-parameter estimator proposed by ozkale and Kaciranlar, 2007. A new version of unbiased two-parameter estimator for the stochastic restricted linear regression model is proposed in this paper. The properties and the performance of the proposed estimator compared to other common estimators using the mean squares error criterion for the goodness of fit have been studied. Finally; A numerical example and a simulation study has been given to illustrate the performance of the proposed estimator.
引用
收藏
页码:1589 / 1599
页数:11
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