Modified Unbiased Optimal Estimator For Linear Regression Model

Abstract In this paper, we propose a novel form of Generalized Unbiased Optimal Estimator where the explanatory variables are multicollinear. The proposed estimator's bias, variance, and mean square error matrix (MSE) are calculated. The MSE criterion is used to compare the performance of this...

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Bibliographic Details
Main Authors: Hussein AL-jumaili, Mustafa Alheety
Format: Article
Language:English
Published: University of Anbar 2023-12-01
Series:مجلة جامعة الانبار للعلوم الصرفة
Subjects:
Online Access:https://juaps.uoanbar.edu.iq/article_181577_84e833d96d357fe9311cdc28e0905ff5.pdf