Publisher： Taylor & Francis Ltd
ISSN： 0361-0918
Source： Communications in Statistics: Simulation and Computation, Vol.43, Iss.2, 2014-01, pp. : 428-440
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Abstract
In this article, the stochastic restricted almost unbiased ridge regression estimator and stochastic restricted almost unbiased Liu estimator are proposed to overcome the well-known multicollinearity problem in linear regression model. The quadratic bias and mean square error matrix of the proposed estimators are derived and compared. Furthermore, a numerical example and a Monte Carlo simulation are given to illustrate some of the theoretical results.
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