Journal of Applied Mathematics
Volume 2013 (2013), Article ID 902715, 10 pages
http://dx.doi.org/10.1155/2013/902715
Research Article

On the Weighted Mixed Almost Unbiased Ridge Estimator in Stochastic Restricted Linear Regression

Chaolin Liu, Hu Yang, and Jibo Wu

College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China

Received 5 January 2013; Revised 22 March 2013; Accepted 22 March 2013

Academic Editor: Tai-Ping Chang

Copyright © 2013 Chaolin Liu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

We introduce the weighted mixed almost unbiased ridge estimator (WMAURE) based on the weighted mixed estimator (WME) (Trenkler and Toutenburg 1990) and the almost unbiased ridge estimator (AURE) (Akdeniz and Erol 2003) in linear regression model. We discuss superiorities of the new estimator under the quadratic bias (QB) and the mean square error matrix (MSEM) criteria. Additionally, we give a method about how to obtain the optimal values of parameters and . Finally, theoretical results are illustrated by a real data example and a Monte Carlo study.