Two parameter weighted mixed estimator in linear measurement error models

Abstract

In this article, we introduce two parameter estimator and two parameter weighted mixed estimator for the vector of parameters in linear measurement error models. The asymptotic properties of the estimators are derived and the performance of obtained estimators is examined with respect to the mean square error matrix criterion. Furthermore, selection of the biasing parameters is discussed. Finally, a simulation study and a numerical example are given to evaluate the performance of obtained estimators in the theoretical results.

Keywords:

• Mean squared error matrix
• Stochastic linear restrictions
• Two parameter weighted mixed estimator

Subject Classification Codes:

• 62F12
• 62J07

Acknowledgments

The authors thank the Associate Editor, Editor-in-Chief and the referees for their valuable comments and suggestions that helped to improve the quality of this article.