Dispersion matrix comparisons among estimators under two competing restricted linear regression models

Xingwei Ren () and Qian Zhou ()
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Xingwei Ren: Anhui Science and Technology University
Qian Zhou: Anhui Science and Technology University

Indian Journal of Pure and Applied Mathematics, 2025, vol. 56, issue 2, 601-614

Abstract: Abstract We consider two restricted linear regression models $${\mathscr {M}}_{1}$$ M 1 and $${\mathscr {M}}_{2}$$ M 2 , and obtain some conditons for the superiorities of the ordinary least squares estimators (OLSEs) and best linear unbiased estimators (BLUEs) under $${\mathscr {M}}_{1}$$ M 1 and $${\mathscr {M}}_{2}$$ M 2 with respect to the dispersion matrix criterion. Via these conditions, we provide an answer the question how to increase the estimation accuracy of related estimator by another one restriction.

Keywords: General regression model; Restriction; Dispersion matrix; OLSE; BLUE; 62H12; 62J05 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s13226-023-00505-z

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