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International Journal of Statistika and Mathematika, ISSN: 2277- 2790 E-ISSN: 2249-8605

Volume 10, Issue 2, June 2014 pp 42-46

Research Article

A Note on the Finite Sample Properties of Ridge Estimator

Madhulika Dube^1*, Isha^2**, Vinod Kumar^3**

{¹Professor and HOD, ^{2, 3}Research Scholars}, Department of Statistics, M. D. University, Rohtak, Hariyana, INDIA.

The article studies the finite sample properties of generalized ridge regression estimator using a different approach. A comparative study of relative bias and relative efficiency of the estimator with respect to the ordinary least square have been made empirically. The results have also been compared with the existing results and are found to be quite different from those already existing in literature.