Modified Restricted Almost Unbiased Liu Estimator in Linear Regression Model

Abstract

AbstractIn this article we introduce a modified restricted almost unbiased Liu estimator in linear regression model which satisfies the linear restrictions. The mean squared error matrix (MSEM) of the proposed estimator is derived and compared with the corresponding competitors in literature. Finally, a numerical example and a Monte Carlo simulation are given to illustrate some of the theoretical results.Keywords: Linear modelMean squared error matrixRestricted almost unbiased Liu estimatorRestricted Liu estimatorMathematics Subject Classification: 62J0762J10