On the Stochastic Restrictedr-kClass Estimator and Stochastic Restrictedr-dClass Estimator in Linear Regression Model
Keyword(s):
The Mean
◽
The stochastic restrictedr-kclass estimator and stochastic restrictedr-dclass estimator are proposed for the vector of parameters in a multiple linear regression model with stochastic linear restrictions. The mean squared error matrix of the proposed estimators is derived and compared, and some properties of the proposed estimators are also discussed. Finally, a numerical example is given to show some of the theoretical results.