On the Stochastic Restricted Modified Almost Unbiased Liu Estimator in Linear Regression Model  

作　　者：S.Arumairajan 

机构地区：[1]Department of Mathematics and Statistics,University of Jaffna,Jaffna,Sri Lanka

出　　处：《Communications in Mathematics and Statistics》2018年第2期185-206,共22页数学与统计通讯（英文）

摘　　要：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 supe-riority of the proposed estimator over the ordinary least square estimator,ME,ridge estimator,Liu estimator,almost unbiased Liu estimator,stochastic restricted Liu esti-mator 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.

关 键 词：MULTICOLLINEARITY Stochastic restrictions Modified almost unbiased Liu estimator Stochastic restricted modified almost unbiased Liu estimator Mean squared error matrix 

分 类 号：O17[理学—数学]