New Versions of Liu-type Estimator in Weighted and non-weighted Mixed Regression Model

被引：2

作者：

Alheety, Mustafa Ismaeel Naif ^{[1
]}

机构：

[1] Univ Anbar, Coll Educ Pure Sci, Dept Math, Anbar, Iraq

来源：

BAGHDAD SCIENCE JOURNAL | 2020年 / 17卷 / 01期

关键词：

Liu estimator; Mean squared error matrix; Mixed estimator; Stochastic restricted Liu estimator; Weighted mixed Liu estimator; 2-PARAMETER ESTIMATOR; RIDGE-REGRESSION;

D O I：

10.21123/bsj.2020.17.1(Suppl.).0361

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

This paper considers and proposes new estimators that depend on the sample and on prior information in the case that they either are equally or are not equally important in the model. The prior information is described as linear stochastic restrictions. We study the properties and the performances of these estimators compared to other common estimators using the mean squared error as a criterion for the goodness of fit. A numerical example and a simulation study are proposed to explain the performance of the estimators.

引用

页码：361 / 370

页数：10

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