New shrinkage restricted estimator for restricted linear regression model

In the restriction linear regression model, more researchers introduced restricted estimators in order to get more goodness of fit. In this paper, we introduce new restricted shrinkage estimator called shrinkage restricted ridge regression estimator (SRRE) based on the restricted least square (RLS)....

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Hauptverfasser: Mohammad, Bader Aboud, Naif, Mustafa Ismaeel
Format: Tagungsbericht
Sprache:eng
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Zusammenfassung:In the restriction linear regression model, more researchers introduced restricted estimators in order to get more goodness of fit. In this paper, we introduce new restricted shrinkage estimator called shrinkage restricted ridge regression estimator (SRRE) based on the restricted least square (RLS). The performance of SRRE compared to some restricted estimators theoretically is proofed based on the mean squares error (MSE) as a measure for goodness of fit. By simulation study and some theorem, we show that, the SRRE estimator has good properties compared with some other restricted estimators. A numerical example has been considered to illustrate the performance of the estimators.
ISSN:0094-243X
1551-7616
DOI:10.1063/5.0117085