On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-04-30
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
We introduce the weighted mixed almost unbiased ridge estimator (WMAURE) based on the weighted mixed estimator (WME) (Trenkler and Toutenburg 1990) and the almost unbiased ridge estimator (AURE) (Akdeniz and Erol 2003) in linear regression model.
We discuss superiorities of the new estimator under the quadratic bias (QB) and the mean square error matrix (MSEM) criteria.
Additionally, we give a method about how to obtain the optimal values of parameters k and w.
Finally, theoretical results are illustrated by a real data example and a Monte Carlo study.
American Psychological Association (APA)
Liu, Chaolin& Yang, Hu& Wu, Jibo. 2013. On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-506668
Modern Language Association (MLA)
Liu, Chaolin…[et al.]. On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression. Journal of Applied Mathematics No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-506668
American Medical Association (AMA)
Liu, Chaolin& Yang, Hu& Wu, Jibo. On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-506668
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-506668
