On the Stochastic Restricted Modified Almost Unbiased Liu Estimator in Linear Regression Model

被引：0
作者：
S. Arumairajan
机构：
[1] University of Jaffna,Department of Mathematics and Statistics
来源：
Communications in Mathematics and Statistics | 2018年 / 6卷
关键词：
Multicollinearity; Stochastic restrictions; Modified almost unbiased Liu estimator; Stochastic restricted modified almost unbiased Liu estimator; Mean squared error matrix; 62J07; 62F03;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this article, we propose a new biased estimator, namely stochastic restricted modified almost unbiased Liu estimator by combining modified almost unbiased Liu estimator (MAULE) and mixed estimator (ME) when the stochastic restrictions are available and the multicollinearity presents. The conditions of superiority of the proposed estimator over the ordinary least square estimator, ME, ridge estimator, Liu estimator, almost unbiased Liu estimator, stochastic restricted Liu estimator and MAULE in the mean squared error matrix sense are obtained. Finally, a numerical example and a Monte Carlo simulation are given to illustrate the theoretical findings.
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页码：185 / 206
页数：21
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