College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China
Copyright © 2013 Chaolin Liu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
We introduce the weighted mixed almost unbiased ridge estimator (WMAURE) based on the weighted mixed estimator (WME) (Trenkler and Toutenburg 1990) and the almost unbiased ridge estimator (AURE) (Akdeniz and Erol 2003) in linear regression model. We discuss superiorities of the new estimator under the quadratic bias (QB) and the mean square error matrix (MSEM) criteria. Additionally, we give a method about how to obtain the optimal values of parameters and . Finally, theoretical results are illustrated by a real data example and a Monte Carlo study.