Open AccessNew restricted biased estimator based on modified unbiased ridge regression estimator
Author(s) -
Bader Aboud Mohammad,
Mustafa Ismaeel Naif
Publication year - 2021
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1879/3/032038
Subject(s) - stein's unbiased risk estimate , minimum variance unbiased estimator , bias of an estimator , estimator , mean squared error , efficient estimator , mathematics , statistics , ridge , trimmed estimator , consistent estimator , efficiency , unbiased estimation , biology , paleontology
More researchers used biased estimators instead of the restricted least square estimator (RLS) that is unbiased to improve the efficiency of the estimator. Therefore, in this paper, we proposed new biased estimator, called restricted modified unbiased ridge regression (RMUR) based on modified unbiased ridge regression (MURR) that suggested by Batah and Gory (2009). By some theorems and a simulation study, we show that, this new estimator has desirable properties as the MUR and it is better than the RLS. A numerical example from literature is used to illustrate the results.