Abstract
In this study a comparison between classical estimation and Baysian estimation have been done two ways of the classical method have been chosen namely (Ordinary least squares method) and (maximum likelihood method) and only one method of the Baysian estimation has been chosen namely (non-informative prior density function) as a result of this study we obtain the following result the estimation regression model is equal in all methods and Baysian estimation method is the more efficient way in estimation and (Ordinary least squares method) with (maximum likelihood method) are equal in efficiency.
