On the mixed Kibria-Lukman estimator for the linear regression model

被引:2
|
作者
Chen, Hongmei [1 ]
Wu, Jibo [2 ]
机构
[1] Chongqing Jiaotong Univ, Coll Math & Stat, Chongqing, Peoples R China
[2] Chongqing Univ Arts & Sci, Sch Math & Big Data, Chongqing, Peoples R China
关键词
PRINCIPAL COMPONENT REGRESSION; LIU ESTIMATOR; RIDGE;
D O I
10.1038/s41598-022-16689-z
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
This paper considers a linear regression model with stochastic restrictions,we propose a new mixed Kibria-Lukman estimator by combining the mixed estimator and the Kibria-Lukman estimator.This new estimator is a general estimation, including OLS estimator, mixed estimator and Kibria-Lukman estimator as special cases. In addition, we discuss the advantages of the new estimator based on MSEM criterion, and illustrate the theoretical results through examples and simulation analysis.
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页数:11
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