On Some Weighted Mixed Ridge Regression Estimators: Theory, Simulation and Application
摘要
Comparisons among some new types of weighted mixed regression estimators for the linear regression model under the stochastic linear restrictions have been made in this paper. The mean squared error criterion is used to examine the superiority of different weighted mixed regression estimators. A Monte Carlo simulation study and real-life application are carried out to compare the performance of these estimators for different cases. Finally, we suggest the best weighted mixed regression estimator with collinear regressors.