An unbiased two-parameter estimation with prior information in linear regression model.

ABSTRACT

We introduce an unbiased two-parameter estimator based on prior information and two-parameter estimator proposed by Özkale and Kaçiranlar, 2007. Then we discuss its properties and our results show that the new estimator is better than the two-parameter estimator, the ordinary least squares estimator, and explain the almost unbiased two-parameter estimator which is proposed by Wu and Yang, 2013. Finally, we give a simulation study to show the theoretical results.