Performance of some stochastic restricted ridge estimator in linear regression model

Abstract

This paper considers several estimators for estimating the stochastic restricted ridge regression estimators. A simulation study has been conducted to compare the performance of the estimators. The result from the simulation study shows that stochastic restricted ridge regression estimators outperform mixed estimator. A numerical example has been also given to illustrate the performance of the estimators. © 2014 Jibo Wu and Chaolin Liu.