Efficiency of an almost unbiased two-parameter estimator in linear regression model

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This paper deals with parameter estimation in the linear regression model and an almost unbiased two-parameter estimator is introduced. The performance of this new estimator over the ordinary least-squares estimator and the two-parameter estimator [M.R. Özkale and S. Kaçiranlar, The restricted and unrestricted two-parameter estimator, Comm. Statist. Theory Methods 36 (2007), pp. 2707–2725] in terms of scalar mean-squared error criterion is investigated and a simulation study is done.