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On the restricted almost unbiased two-parameter estimator in linear regression model

Author

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  • Hua Huang
  • Jibo Wu
  • Wende Yi

Abstract

Özkale and Kaçiranlar introduced the restricted two-parameter estimator (RTPE) to deal with the well-known multicollinearity problem in linear regression model. In this paper, the restricted almost unbiased two-parameter estimator (RAUTPE) based on the RTPE is presented. The quadratic bias and mean-squared error of the proposed estimator is discussed and compared with the corresponding competitors in literatures. Furthermore, a numerical example and a Monte Carlo simulation study are given to explain some of the theoretical results.

Suggested Citation

  • Hua Huang & Jibo Wu & Wende Yi, 2017. "On the restricted almost unbiased two-parameter estimator in linear regression model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(4), pages 1668-1678, February.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:4:p:1668-1678
    DOI: 10.1080/03610926.2015.1026991
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