A hybrid estimator for the linear measurement error model: Computations and simulations
نویسندگان
1 Department of Mathematics and Statistics, Shoushtar Branch, Islamic Azad University, Shoushtar, Iran
doi
10.22034/jsmta.2025.22055.1152چکیده
In this paper, a hybrid estimator is introduced by combining the mixed estimator and the Kibria-Lukman estimator for linear measurement error models in the presence of multicollinearity. The asymptotic properties of the estimators are derived, and their performance is evaluated with respect to the mean square error matrix criterion. A simulation study is conducted to compare the performance of the proposed estimators with other available estimators under different sample sizes, variances, and degrees of multicollinearity. Additionally, a real-life dataset is analyzed to illustrate the findings of the paper.