The Performance of Some Restricted Estimators In Restricted Linear Regression Model

Abstract

In the linear regression model, the restricted biased estimation as one of important  methods to addressing the high variance and the  multicollinearity problems. In this paper, we make the simulation study of the some restricted biased estimators. The mean square error (MME) criteria are used to make a comparison  among them. According to the simulation study we observe that, the performance of the restricted modified unbiased  ridge regression estimator (RMUR) was proposed by  Bader and Alheety (2020)  is better than  of these estimators. Numerical example have been considered to illustrate the performance of the estimators.