期刊
JOURNAL OF APPLIED STATISTICS
卷 38, 期 3, 页码 605-617出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/02664760903521484
关键词
multicollinearity; almost unbiased ridge estimator; almost unbiased Liu estimator; linear restrictions; mean square error
资金
- Natural Science Foundation [2009BB6189]
In this paper, the restricted almost unbiased ridge regression estimator and restricted almost unbiased Liu estimator are introduced for the vector of parameters in a multiple linear regression model with linear restrictions. The bias, variance matrices and mean square error (MSE) of the proposed estimators are derived and compared. It is shown that the proposed estimators will have smaller quadratic bias but larger variance than the corresponding competitors in literatures. However, they will respectively outperform the latter according to the MSE criterion under certain conditions. Finally, a simulation study and a numerical example are given to illustrate some of the theoretical results.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据