Efficiency of an almost unbiased two-parameter estimator in linear regression model

被引：24
|
作者：
Wu, Jibo [1 ]
Yang, Hu [1 ]
机构：
[1] Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China
来源：
STATISTICS | 2013年 / 47卷 / 03期
关键词：
almost unbiased two-parameter estimator; multicollinearity; mean-squared error; two-parameter estimator; 62J05; 62J07; RIDGE-TYPE ESTIMATORS;
D O I：
10.1080/02331888.2011.605891
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper deals with parameter estimation in the linear regression model and an almost unbiased two-parameter estimator is introduced. The performance of this new estimator over the ordinary least-squares estimator and the two-parameter estimator [M.R. ozkale and S. Kaciranlar, The restricted and unrestricted two-parameter estimator, Comm. Statist. Theory Methods 36 (2007), pp. 27072725] in terms of scalar mean-squared error criterion is investigated and a simulation study is done.
引用
收藏
页码：535 / 545
页数：11
相关论文
共 50 条
  • [31] On the restricted almost unbiased Liu estimator in the logistic regression model
    Wu, Jibo
    Asar, Yasin
    Arashi, Mohammad
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (18) : 4389 - 4401
  • [32] Almost Unbiased Ridge Estimator in the Inverse Gaussian Regression Model
    Al-Taweel, Younus Hazim
    Algamal, Zakariya Yahya
    ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, 2022, 15 (03) : 510 - 526
  • [33] Further research on the principal component two-parameter estimator in linear model
    Yang, Hu
    Huang, Jiewu
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 45 (03) : 566 - 576
  • [34] On the Almost Unbiased Ridge and Liu Estimator in the Logistic Regression Model
    Chang, Xinfeng
    PROCEEDINGS OF THE 2015 INTERNATIONAL CONFERENCE ON SOCIAL SCIENCE, EDUCATION MANAGEMENT AND SPORTS EDUCATION, 2015, 39 : 1663 - 1665
  • [35] On almost unbiased ridge logistic estimator for the logistic regression model
    Wu, Jibo
    Asar, Yasin
    HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2016, 45 (03): : 989 - 998
  • [36] On a principal component two-parameter estimator in linear model with autocorrelated errors
    Jiewu Huang
    Hu Yang
    Statistical Papers, 2015, 56 : 217 - 230
  • [37] A New Two-Parameter Estimator for Beta Regression Model: Method, Simulation, and Application
    Abonazel, Mohamed R.
    Algamal, Zakariya Yahya
    Awwad, Fuad A.
    Taha, Ibrahim M.
    FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS, 2022, 7
  • [38] A new two-parameter estimator for the inverse Gaussian regression model with application in chemometrics
    Shamany, Rehad Emad
    Alobaidi, Nada Nazar
    Algamal, Zakariya Yahya
    ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, 2019, 12 (02) : 453 - 464
  • [39] The best linear unbiased estimator in a singular linear regression model
    Jibo Wu
    Chaolin Liu
    Statistical Papers, 2018, 59 : 1193 - 1204
  • [40] Modified Two-Parameter Liu Estimator for Addressing Multicollinearity in the Poisson Regression Model
    Abdelwahab, Mahmoud M.
    Abonazel, Mohamed R.
    Hammad, Ali T.
    El-Masry, Amera M.
    AXIOMS, 2024, 13 (01)
12345