On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression
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 t...
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/902715 |
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| _version_ | 1832567204386701312 |
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| author | Chaolin Liu Hu Yang Jibo Wu |
| author_facet | Chaolin Liu Hu Yang Jibo Wu |
| author_sort | Chaolin Liu |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-df525945a9284e29ac5c581388017e2f |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-df525945a9284e29ac5c581388017e2f2025-02-03T01:02:10ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/902715902715On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear RegressionChaolin Liu0Hu Yang1Jibo Wu2College of Mathematics and Statistics, Chongqing University, Chongqing 401331, ChinaCollege of Mathematics and Statistics, Chongqing University, Chongqing 401331, ChinaCollege of Mathematics and Statistics, Chongqing University, Chongqing 401331, ChinaWe 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.http://dx.doi.org/10.1155/2013/902715 |
| spellingShingle | Chaolin Liu Hu Yang Jibo Wu On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression Journal of Applied Mathematics |
| title | On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression |
| title_full | On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression |
| title_fullStr | On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression |
| title_full_unstemmed | On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression |
| title_short | On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression |
| title_sort | on the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression |
| url | http://dx.doi.org/10.1155/2013/902715 |
| work_keys_str_mv | AT chaolinliu ontheweightedmixedalmostunbiasedridgeestimatorinstochasticrestrictedlinearregression AT huyang ontheweightedmixedalmostunbiasedridgeestimatorinstochasticrestrictedlinearregression AT jibowu ontheweightedmixedalmostunbiasedridgeestimatorinstochasticrestrictedlinearregression |