Open AccessThe Performance of Some Restricted Estimators In Restricted Linear Regression Model
Author(s) -
bader aboud,
Mustafa Ismaeel Naif
Publication year - 2021
Publication title -
mağallaẗ al-qādisiyyaaẗ li-l-ʻulūm al-ṣirfaẗ
Language(s) - English
Resource type - Journals
eISSN - 2411-3514
pISSN - 1997-2490
DOI - 10.29350/qjps.2021.26.2.1287
Subject(s) - multicollinearity , estimator , linear regression , statistics , variance (accounting) , regression , mean squared error , regression analysis , linear model , collinearity , computer science , econometrics , mathematics , accounting , economics
In the linear regression model, the restricted biased estimation as one of important methods to addressing the high variance and the multicollinearity problems. In this paper, we make the simulation study of the some restricted biased estimators. The mean square error (MME) criteria are used to make a comparison among them. According to the simulation study we observe that, the performance of the restricted modified unbiased ridge regression estimator (RMUR) was proposed by Bader and Alheety (2020) is better than of these estimators. Numerical example have been considered to illustrate the performance of the estimators.