Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

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 outperfo...

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Main Authors: Jibo Wu, Chaolin Liu
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/508793
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author Jibo Wu
Chaolin Liu
author_facet Jibo Wu
Chaolin Liu
author_sort Jibo Wu
collection DOAJ
description 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.
format Article
id doaj-art-7813d6665bca4914a1ae6c5d388e1f14
institution Kabale University
issn 1110-757X
1687-0042
language English
publishDate 2014-01-01
publisher Wiley
record_format Article
series Journal of Applied Mathematics
spelling doaj-art-7813d6665bca4914a1ae6c5d388e1f142025-02-03T05:46:52ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/508793508793Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression ModelJibo Wu0Chaolin Liu1Department of Mathematics & KLDAIP, Chongqing University of Arts and Sciences, Chongqing 402160, ChinaCollege of Mathematics and Statistics, Chongqing University, Chongqing 401331, ChinaThis 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.http://dx.doi.org/10.1155/2014/508793
spellingShingle Jibo Wu
Chaolin Liu
Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model
Journal of Applied Mathematics
title Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model
title_full Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model
title_fullStr Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model
title_full_unstemmed Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model
title_short Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model
title_sort performance of some stochastic restricted ridge estimator in linear regression model
url http://dx.doi.org/10.1155/2014/508793
work_keys_str_mv AT jibowu performanceofsomestochasticrestrictedridgeestimatorinlinearregressionmodel
AT chaolinliu performanceofsomestochasticrestrictedridgeestimatorinlinearregressionmodel