ALMOST UNBIASED RIDGE ESTIMATOR FOR A MIXED-EFFECT COEFFICIENT LINEAR MODEL

In the paper, we consider a mixed-effect coefficient linear model with the repeatedly measured data. Using the ridge method, the almost unbiased ridge estimator (AURE) of the model are given. It is proved that the AURE excels the ridge estimator (RE) under a mean square error (MSE), and the optimal value for the biased parameter is established by minimum MSE.