a hybrid estimator for the linear measurement error model: computations and simulations
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نویسنده
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ghapani fatemeh
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منبع
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journal of statistical modelling: theory and applications - 2024 - دوره : 5 - شماره : 2 - صفحه:25 -38
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چکیده
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In this paper, a hybrid estimator is introduced by combining the mixed estimator and the kibria-lukman estimator for linear measurement error models in the presence of multicollinearity. the asymptotic properties of the estimators are derived, and their performance is evaluated with respect to the mean square error matrix criterion. a simulation study is conducted to compare the performance of the proposed estimators with other available estimators under different sample sizes, variances, and degrees of multicollinearity. additionally, a real-life dataset is analyzed to illustrate the findings of the paper.
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کلیدواژه
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meansquarederrormatrix; modified ridge-type estimator; multicollinearity; stochastic linear restrictions
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آدرس
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islamic azad university, shoushtar branch, department of mathematics and statistics, iran
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پست الکترونیکی
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fatemeh.ghapani@iau.ac.ir
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