Small sample properties of a kind of linear estimation in linear regression model
Peng Wang · Journal of the Graduate School of the Chinese Academy of Sciences · 2009
A kind of linear estimator is derived in linear regression model.The superiorities of the linear estimator over least square(LS) estimator are studied in terms of the mean square error matrix(MSEM) criterion and Pitman closeness(PC) criterion.Finally,the superiorities of the linear estimator of estimable function for regression coefficients are discussed in non-full rank case.