The extended two-type parameter estimator in linear regression model

Document Type : Original Article

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Abstract

In this paper, a new two-type parameter estimator is introduced. This estimator is an extension of the two-parameter estimator presented by Özkale and Kaçiranlar [10], which includes the ordinary least squares, the generalized ridge and the generalized Liu estimators, as special cases. Here the performance of this new estimator over the ordinary least squares and two-parameter estimators is , theoretically, evaluated in terms of quadratic bias (QB) and mean squared error matrix (MSEM) criteria, and the optimal biasing parameters are obtained to minimize the scalar mean squared error (MSE). Then a numerical example is given and a simulation study is done to illustrate the theoretical results of the paper

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