A note on Farebrother’s estimator: a comparative study.

AbstractIn this article, we begin by providing a theoretical comparison between Farebrother’s estimator and the ridge estimator, in terms of the MSE matrix criterion, under three distinct restrictions when r is random. Additionally, we propose an estimate of parameter k for Farebrother’s estimator. Subsequently, we present a Monte Carlo simulation experiment to compare Farebrother’s estimator with OLS, RLS, and ridge estimators. [ABSTRACT FROM AUTHOR]