The integrated c-K conditional ridge estimation and superiority
WANG Zhi-fu
LIU Jia-rui
Abstract：A new biased estimation of regression coefficient in a regression model with homogeneous equality constraints, the integrated c-K conditional ridge estimation, is proposed. The properties of the Integrated c-K conditional ridge estimation are studied, and under some conditions, it is proved that it′s better than the con-strained least square estimation, the conditional ridge estimation, the generalized conditional ridge estimation and the integrated c-K conditional ridge estimation in the sense of the mean square error.
Keywords：integrated c-K conditional ridge estimationregression modelrestricted least squares estima-tionmean squares error
Publication Date：2016-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：4( 97-100 )