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Showing 1 results for Weighted Estimator
Fatemeh Ghapani, Babak Babadi, Volume 17, Issue 2 (2-2024)
Abstract
In this paper, we introduce the weighted ridge estimators of fixed and random effects in stochastic restricted linear mixed measurement error models when collinearity is present. The asymptotic properties of the resulting estimates are examined. The necessary and sufficient conditions, for the superiority of the weighted ridge estimators against the weighted estimator in order to select the ridge parameter based on the mean squared error matrix of estimators, are investigated. Finally, theoretical results are augmented with a simulation study and a numerical example.
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