A New Biased Estimator in Linear Regression Model

摘要：

In this paper, we propose a ridge estimator βSRRE (k) = WβM for the vector of parameters in a linear regression model Y = Xβ+ ε;ε ～ (0,σ2In) with the stochastic restricted r = Rβ + e, e ～ (0,σ2Ω). In the mean squared error matrix sense, the necessary and sufficient conditions of the stochastic restricted Ridge estimator βSRRE(k)is superior to the mixed estimator βMand the biased estimator βR(k).

关键词： mean squared error matrix stochastic restricted ridge estimator.

作者: Li Chunping Hao Huibing

作者单位: Department of Mathematics, Xiaogan University, Hubei xiaogan 432100, China

会议类型: 国际会议

会议名称: 2010 International Conference on Probability and Statistics of the International Institute for General Systems Studies(国际一般系统理论研究会中国概率统计学会第二届学术会议IIGSS-CPS2010)

会议地点: 南京

会议语种:英文

页码: 264-267

在线出版日期: 2010-07-29（万方平台首次上网日期，不代表论文的发表时间）