Year: 2024
Type: article
Abstract: In this paper, we propose three stochastic restricted biased estimators for the linear regression model. These new estimators generalize the least squares estimator, mixed estimator, and biased estimator. We derive the necessary and sufficient conditions for the superiority of the proposed estimators over existing ones, as well as their relative superiority among each other, using the mean squared error matrix as a criterion. A simulation study is conducted to validate the theoretical findings, and two real-world examples are provided to demonstrate the practical advantages of the proposed estimators.
Source: Mathematics
DOI: 10.3390/math13010015
Authors: Issam Dawoud, Hussein Eledum
Institutions: Al-Aqsa University, University of Tabuk
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $2,955
OpenAlex ID: W4405792329