Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator

Abstract

Swindel (1976) introduced a modified ridge regression estimator based on prior information. Sarkar (1992) suggested a new estimator by combining in a particular way the two approaches followed in obtaining the restricted ieast squares and ordinary ndge regression estimators. In this paper we compare the mean square error matrices of the modified ridge regression estimator based on prior information and die restricted ridge regression estimator introduced by Sarkar (1992). We stated a sufficient condition for the mean square error matrix of the modified ndge regression estimator to exceed the mean square enor matrix of the restricted ridge regression estimator.