On the restricted almost unbiased two-parameter estimator in linear regression model

Hua Huang, Jibo Wu and Wende Yi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 4, 1668-1678

Abstract: Özkale and Kaçiranlar introduced the restricted two-parameter estimator (RTPE) to deal with the well-known multicollinearity problem in linear regression model. In this paper, the restricted almost unbiased two-parameter estimator (RAUTPE) based on the RTPE is presented. The quadratic bias and mean-squared error of the proposed estimator is discussed and compared with the corresponding competitors in literatures. Furthermore, a numerical example and a Monte Carlo simulation study are given to explain some of the theoretical results.

Date: 2017
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DOI: 10.1080/03610926.2015.1026991

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