期刊
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷 40, 期 22, 页码 4053-4064出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2010.505693
关键词
Almost unbiased estimator; Linear restrictions; Liu estimator; Multicollinearity; Ridge regression
资金
- Fundamental Research Funds for the Central Universities [CDJZR10100001]
Sarkar (1992) and Kaciranlar et al. (1999), respectively, proposed the restricted ridge regression estimator (RRE) and restricted Liu estimator (RLE) to combat the well-known multicollinearity problem in linear regression. In this article, the restricted almost unbiased ridge estimator (RAURE) based on the RRE by Sarkar (1992) and the restricted almost unbiased Liu estimator (RAULE) by Kaciranlar et al. (1999) are introduced. The biases and variance matrices of the proposed estimators are derived and compared with the corresponding competitors in literatures. Furthermore, a Monte Carlo evaluation of the estimators is given to illustrate some of the theoretical results.
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