Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators

Abstract

In this article, we introduce two almost unbiased estimators for the vector of unknown parameters in a linear regression model when additional linear restrictions on the parameter vector are assumed to hold. Superiority of the two estimators under the mean squared error matrix (MSEM) is discussed. Furthermore, a numerical example and simulation study are given to illustrate some of the theoretical results.

Keywords:

• Mean squared error matrix
• Restricted almost unbiased Liu estimator
• Restricted almost unbiased ridge estimator

Mathematics Subject Classification:

• 62J07
• 62J12

Acknowledgments

The authors wish to thank the referees and the Editors for helpful suggestions and comments which helped to improve the quality of the presentation.