TY - JOUR
AU1 - Arumairajan, S.
AB - In this article, we propose a new biased estimator, namely stochastic restricted modified almost unbiased Liu estimator by combining modified almost unbiased Liu estimator (MAULE) and mixed estimator (ME) when the stochastic restrictions are available and the multicollinearity presents. The conditions of superiority of the proposed estimator over the ordinary least square estimator, ME, ridge estimator, Liu estimator, almost unbiased Liu estimator, stochastic restricted Liu estimator and MAULE in the mean squared error matrix sense are obtained. Finally, a numerical example and a Monte Carlo simulation are given to illustrate the theoretical findings.
TI - On the Stochastic Restricted Modified Almost Unbiased Liu Estimator in Linear Regression Model
JF - Communications in Mathematics and Statistics
DO - 10.1007/s40304-018-0131-3
DA - 2018-04-30
UR - https://www.deepdyve.com/lp/springer-journals/on-the-stochastic-restricted-modified-almost-unbiased-liu-estimator-in-c8JXCtCHyV
SP - 185
EP - 206
VL - 6
IS - 2
DP - DeepDyve