Efficiency of the restricted r-d class estimator in linear regression

摘要

In this paper, a restricted r-d class estimator is introduced for the vector of parameters in a linear regression model with linear restrictions. The risk function for the restricted r-d class estimator and restricted principal component regression estimator associated with balanced loss function are given and the comparison of the restricted r-d class estimator and restricted principal component regression estimator associated with balanced loss function is also presented. The performance of the proposed estimators is evaluated by a simulated data set.