Positive-rule stein-type almost unbiased ridge estimator in linear regression model. Issue 8 (17th April 2016)

• Record Type: Journal Article
• Authors: Liu, Chaolin; Yang, Hu
• Is Part Of: Communications in statistics. Volume 45:Issue 8(2016)
• Page Start: 2228
• Page End: 2255
• Publication Date: 2016-04-17
• Subjects: Positive-rule Stein-type almost unbiased ridge estimator -- Almost unbiased ridge estimator -- Preliminary test almost ridge estimator -- Quadratic bias -- quadratic risk.; 62F03 -- 62F30 -- 62J05; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2013.879180
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: In this article, when it is suspected that regression coefficients may be restricted to a subspace, we discuss the parameter estimation of regression coefficients in a multiple regression model. Then, in order to improve the preliminary test almost ridge estimator, we study the positive-rule Stein-type almost unbiased ridge estimator based on the positive-rule stein-type shrinkage estimator and almost unbiased ridge estimator. After that, quadratic bias and quadratic risk values of the new estimator are derived and compared with some relative estimators. And we also discuss the option of parameter k . Finally, we perform a real data example and a Monte Carlo study to illustrate theoretical results.