Modified Liu-Type Estimator Based on (rk) Class Estimator

作者：Alheety Mustafa Ismaeel; Kibria B M Golam^*

来源：Communications in Statistics - Theory and Methods, 2013, 42(2): 304-319.

DOI：10.1080/03610926.2011.577552

• (rd) class estimator
• (rk) class estimator
• (kd) class estimator
• Liu estimator
• Mean squares error
• Multicollinearity
• Ordinary least squares estimator
• Ordinary ridge regression estimator
• 62J12
• 62J05
• 62J07

In this article, we introduced a new Liu-type estimator which includes the ordinary least squares estimator (OLS), ordinary ridge regression estimator (ORR), Liu estimator (LE), (kd) class estimator, principal components regression (PCR) estimator, (rd) class estimator, and (rk) class estimator. Under some conditions, the performance of the proposed estimator is superior to the other estimators by using the scalar mean squares error criterion. A simulation study has been conducted to compare the performance of the estimators. Finally, a numerical example has been analyzed to illustrate the theoretical results of the article.

• 出版日期2013-1-15