Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

[摘要] 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.

[学科分类] 应用数学