The weighted ridge estimator in stochastic restricted linear measurement error models

被引：18

作者：

Ghapani, F. ^{[1
]}

Rasekh, A. R. ^{[2
]}

Babadi, B. ^{[2
]}

机构：

[1] Islamic Azad Univ, Shoushtar Branch, Dept Math & Stat, Shoushtar, Iran

[2] Shahid Chamran Univ Ahvaz, Dept Stat, Ahvaz, Iran

来源：

STATISTICAL PAPERS | 2018年 / 59卷 / 02期

关键词：

Mean squared error matrix; Mixed ridge estimator; Ridge estimator; Weighted mixed estimator; Weighted mixed ridge estimator; REGRESSION;

D O I：

10.1007/s00362-016-0786-3

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：

In this paper, we introduce the mixed ridge estimator (MRE) in linear measurement error models with stochastic linear restrictions and present the method of weighted mixed ridge estimation, which permits to assign possibly unequal weights to the prior information in relation to the sample information. The performance of the weighted mixed ridge estimator (WMRE) against the weighted mixed estimator (WME) is examined in terms of the mean squared error matrix (MSEM) of estimators. Finally, a simulation study and a numerical example are also given to show the theoretical results.

引用

页码：709 / 723

页数：15

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