On the predictive performance of the almost unbiased Liu estimator

Jibo Wu

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 17, 5193-5203

Abstract: Regression models are usually used in forecasting (predicting) unknown values of the response variable y. This article considers the predictive performance of the almost unbiased Liu estimator compared to the ordinary least-squares estimator, principal component regression estimator, and Liu estimator. Finally, we present a numerical example to explain the theoretical results and we obtain a region where the almost unbiased Liu estimator is uniformly superior to the ordinary least-squares estimator, principal component regression estimator, and Liu estimator.

Date: 2016
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DOI: 10.1080/03610926.2014.941498

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