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Two kinds of restricted modified estimators in linear regression model

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  • Yalian Li
  • Hu Yang

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.

Suggested Citation

  • Yalian Li & Hu Yang, 2011. "Two kinds of restricted modified estimators in linear regression model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1447-1454, June.
    • Handle: RePEc:taf:japsta:v:38:y:2011:i:7:p:1447-1454
    DOI: 10.1080/02664763.2010.505951
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    Cited by:

    1. Sivarajah Arumairajan & Pushpakanthie Wijekoon, 2017. "The generalized preliminary test estimator when different sets of stochastic restrictions are available," Statistical Papers, Springer, vol. 58(3), pages 729-747, September.

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