2021
DOI: 10.25130/tjps.v26i3.147
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A Simulation Study of Some Restricted Estimators in Restricted Linear Regression Model

Abstract: When the multicollinearity exists in linear regression model, the result of the Restricted Least Square estimator (RLS) is unstable. So that, more researchers proposed the restricted biased estimators to improve the efficiency of RLS estimator. In this paper, Some of biased restricted estimators have been introduced to study the performance of them. The simulation study has been given to compare these estimators. According to simulation study, we found that, the shrinkage restricted ridge regression (SRRE) est… Show more

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