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A SIMULATION STUDY TO COMPARISON SOME BIASED ESTIMATORS

Journal: International Journal of Advanced Research in Engineering and Technology (IJARET) (Vol.7, No. 4)

Publication Date:

Authors : ;

Page : 57-64

Keywords : Generalized Liu Estimator; Jackknifed Generalized Liu Estimator; Modified Jackknifed Generalized Liu Estimator; Almost Unbiased Jackknifed Generalized Liu Estimator; Almost Unbiased Modified Jackknifed Generalized Liu Estimator; Multicollinearity.;

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Abstract

In this article we proposed new estimators namely, Almost Unbiased Jackknifed Generalized Liu Estimator (AUJGLE)and Almost Unbiased Modified Jackknifed Generalized Liu Estimator(AUMJGLE) for Multiple linear regression , it was studied the efficiency of the proposed estimators by simulating experiment and comparing the proposed estimators with some other estimators, such as Generalized Liu estimator(GLE),Jackknifed Generalized Liu estimator (JGLE),Modified Jackknifed Generalized Liu estimator (MJGLE) by using mean square error (MSE). The new estimators gave good results.

Last modified: 2018-04-06 20:08:47