Robust Liu estimator for regression based on an M-estimator

Olcay Arslan and Nedret Billor

Journal of Applied Statistics, 2000, vol. 27, issue 1, 39-47

Abstract: Consider the regression model y = beta 0 1 + Xbeta + epsilon. Recently, the Liu estimator, which is an alternative biased estimator beta L (d) = (X'X + I) -1 (X'X + dI)beta OLS , where 0Date: 2000
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DOI: 10.1080/02664760021817

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