On the Stochastic Restricted r-k Class Estimator and Stochastic Restricted r-d Class Estimator in Linear Regression Model
The stochastic restricted r-k class estimator and stochastic restricted r-d class estimator are proposed for the vector of parameters in a multiple linear regression model with stochastic linear restrictions. The mean squared error matrix of the proposed estimators is derived and compared, and some...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/173836 |
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| Summary: | The stochastic restricted r-k class estimator and stochastic restricted r-d class estimator are proposed for the vector of parameters in a multiple linear regression model with stochastic linear restrictions. The mean squared error matrix of the proposed estimators is derived and compared, and some properties of the proposed estimators are also discussed. Finally, a numerical example is given to show some of the theoretical results. |
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| ISSN: | 1110-757X 1687-0042 |