On the mixed Kibria-Lukman estimator for the linear regression model

This paper considers a linear regression model with stochastic restrictions,we propose a new mixed Kibria-Lukman estimator by combining the mixed estimator and the Kibria-Lukman estimator.This new estimator is a general estimation, including OLS estimator, mixed estimator and Kibria-Lukman estimator as special cases. In addition, we discuss the advantages of the new estimator based on MSEM criterion, and illustrate the theoretical results through examples and simulation analysis.

Automated summary

This paper discusses a linear regression model with stochastic restrictions and proposes a new mixed Kibria-Lukman estimator that combines the mixed estimator and the Kibria-Lukman estimator. This new estimator is a general estimation method that includes OLS estimator, mixed estimator, and Kibria-Lukman estimator as special cases. Additionally, the advantages of the new estimator are discussed based on the MSEM criterion, and the theoretical results are illustrated through examples and simulation analysis.