An unbiased two-parameter estimation with prior information in linear regression model

DOI10.1155/2014/206943MaRDI QIDQ904598zbMATH OpenOpenAlexWikidataFDO

Authors Jibo Wu

Publication date 13 January 2016

Published in The Scientific World Journal. Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2014/206943

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Review text

Summary: We introduce an unbiased two-parameter estimator based on prior information and two-parameter estimator proposed by \textit{M. R. Özkale} and \textit{S. Kaçiranlar} [Commun. Stat., Theory Methods 36, No. 4, 707--723 (2007; Zbl 1315.62062)]. Then we discuss its properties and our results show that the new estimator is better than the two-parameter estimator, the ordinary least squares estimator, and explain the almost unbiased two-parameter estimator which is proposed by \textit{J. Wu} and \textit{H. Yang} [Statistics 47, No. 3, 535--545 (2013; Zbl 1327.62415)]. Finally, we give a simulation study to show the theoretical results.

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Cites work

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Cited in

(6)

• Some results on parameter estimation in linear models with prior information
• A dual estimator as a tool for solving regression problems
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• A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model
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