Stochastic Restricted Two-Parameter Estimator in Linear Mixed Measurement Error Models

Authors

1 Department of Statistics, Ahvaz Branch, Islamic Azad University, Ahvaz, Iran.

2 Department of Mathematics and Statistics, Shoushtar Branch, Islamic Azad University, Shoushtar, Iran.

10.52547/jirss.20.2.79

Abstract

In this study, the stochastic restricted and unrestricted two-parameter estimators of fixed and random effects are investigated in the linear mixed measurement error models. For this purpose, the asymptotic properties and then the comparisons under the criterion of mean squared error matrix (MSEM) are derived. Furthermore, the proposed methods are used for estimating the biasing parameters. Finally, a real data analysis and a simulation study are provided to evaluate the performance of the proposed estimators.

Keywords

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Volume 20, Issue 2
December 2021
Pages 79-102
  • Receive Date: 23 July 2022
  • Revise Date: 14 May 2024
  • Accept Date: 23 July 2022