A Simulation Study of Some Restricted Estimators in Restricted Linear Regression Model

  • Bader Aboud Mohammad
  • Mustafa Ismaeel Naif

Abstract

When the multicollinearity exists in linear regression model, the result of the Restricted Least Square estimator (RLS) is unstable. So that, more researchers proposed the restricted biased estimators to improve the efficiency of RLS estimator. In this paper, Some of biased restricted estimators have been introduced to study the performance of them. The simulation study has been given to compare these estimators. According to simulation study, we found that, the shrinkage restricted ridge regression (SRRE) estimator which proposed by Baber and Mustafa [1], has good properties comparing with other restricted estimators that given in this study. A Numerical example has been considered to illustrate the performance of these estimators


 


http://dx.doi.org/10.25130/tjps.26.2021.053  


 

Published
Jul 10, 2021
How to Cite
MOHAMMAD, Bader Aboud; NAIF, Mustafa Ismaeel. A Simulation Study of Some Restricted Estimators in Restricted Linear Regression Model. Tikrit Journal of Pure Science, [S.l.], v. 26, n. 3, p. 89-101, july 2021. ISSN 2415-1726. Available at: <http://tjps.tu.edu.iq/index.php/j/article/view/1155>. Date accessed: 28 july 2021. doi: http://dx.doi.org/10.25130/j.v26i3.1155.
Section
Articles