Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Jibo Wu and Chaolin Liu

Journal of Applied Mathematics, 2014, vol. 2014, 1-7

Abstract:

This paper considers several estimators for estimating the stochastic restricted ridge regression estimators. A simulation study has been conducted to compare the performance of the estimators. The result from the simulation study shows that stochastic restricted ridge regression estimators outperform mixed estimator. A numerical example has been also given to illustrate the performance of the estimators.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:508793

DOI: 10.1155/2014/508793

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