Two kinds of restricted modified estimators in linear regression model

Yalian Li and Hu Yang

Journal of Applied Statistics, 2011, vol. 38, issue 7, 1447-1454

Abstract: In this paper, we introduce two kinds of new restricted estimators called restricted modified Liu estimator and restricted modified ridge estimator based on prior information for the vector of parameters in a linear regression model with linear restrictions. Furthermore, the performance of the proposed estimators in mean squares error matrix sense is derived and compared. Finally, a numerical example and a Monte Carlo simulation are given to illustrate some of the theoretical results.

Date: 2011
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DOI: 10.1080/02664763.2010.505951

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