Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model
- Resource Type
- article
- Authors
- Jibo Wu; Chaolin Liu
- Source
- Journal of Applied Mathematics, Vol 2014 (2014)
- Subject
- Mathematics
QA1-939
- Language
- English
- ISSN
- 1110-757X
1687-0042
This paper considers several estimators for estimating the stochastic restricted ridge regression estimators. A simulation study has been conducted to compare the performance of the estimators. The result from the simulation study shows that stochastic restricted ridge regression estimators outperform mixed estimator. A numerical example has been also given to illustrate the performance of the estimators.