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- W2908172783 abstract "In this paper, we introduce new Stochastic Restricted Estimator for SUR model, defined by Stochastic Restricted Liu Type SUR estimator (SRLTSE) . The propose estimator has deal with multicollinearity in SUR model if there is a degree of uncertainty in the parameters restriction. Moreover, the superiority of (SRLTSE) estimator was derived with respect to mean squared error matrix (MSEM) criteria. Finally, a simulation study was conducted. This simulation used standard mean squares error (MSE) criterion to illustrate the advantage between Stochastic Restricted SUR estimator (SRSE), Stochastic Restricted Ridge SUR estimator (SRRSE), and Stochastic Restricted Liu Type SUR estimator (SRLTSE) at several factors.Â" @default.
- W2908172783 created "2019-01-11" @default.
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- W2908172783 date "2018-12-25" @default.
- W2908172783 modified "2023-09-27" @default.
- W2908172783 title "Stochastic Restricted Liu Type estimator for SUR model" @default.
- W2908172783 doi "https://doi.org/10.18187/pjsor.v14i4.2302" @default.
- W2908172783 hasPublicationYear "2018" @default.
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