The properties of stochastic restricted two-parameter ridge type estimator in linear regression model

Abstract

Zhou and Wu [1] proposed a stochastic restricted two-parameter ridge type estimator in linear regression model. In this paper we discuss the superiority of stochastic restricted two-parameter ridge type estimator with ridge estimator, two-parameter ridge type estimator, mixed estimator and stochastic restricted ridge estimator under mean squared error matrix. We show that under certain conditions, the stochastic restricted two-parameter ridge type estimator is superior to the ridge estimator, two-parameter ridge type estimator, mixed estimator and stochastic restricted ridge estimator under mean squared error matrix. Furthermore, a numerical example and a simulation study are presented to show the theoretical results.