Efficiency of an almost unbiased two-parameter estimator in linear regression model

Abstract

This paper deals with parameter estimation in the linear regression model and an almost unbiased two-parameter estimator is introduced. The performance of this new estimator over the ordinary least-squares estimator and the two-parameter estimator [M.R. Özkale and S. Kaçiranlar, The restricted and unrestricted two-parameter estimator, Comm. Statist. Theory Methods 36 (2007), pp. 2707–2725] in terms of scalar mean-squared error criterion is investigated and a simulation study is done.

Keywords:

• almost unbiased two-parameter estimator
• multicollinearity
• mean-squared error
• two-parameter estimator

Mathematics Subject Classifications :

• 62J05
• 62J07

Acknowledgements

The authors wish to thank the referee and the editor for helpful suggestions and comments which helped to improve the quality of the presentation. The work was supported by the Fundamental Research Funds for the Central Universities of China (No. CDJXS10100012). Thank you very much for Prof. Selahattin Kaçiranlar's help.