ARTICLE
TITLE

Stochastic Restricted Liu Type estimator for SUR model

SUMMARY

In this paper, we introduce new Stochastic Restricted Estimator for SUR model, defined by Stochastic  Restricted Liu Type  SUR estimator (SRLTSE) . The propose estimator has deal with multicollinearity in SUR model if there is a degree of uncertainty in the parameters restriction. Moreover, the superiority of (SRLTSE) estimator  was derived with respect to mean squared error matrix (MSEM) criteria. Finally, a simulation study was conducted. This simulation used standard mean squares error  (MSE) criterion to illustrate the advantage between Stochastic  Restricted SUR estimator (SRSE), Stochastic  Restricted Ridge SUR estimator (SRRSE), and Stochastic  Restricted Liu Type  SUR estimator (SRLTSE) at several factors. 

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