Combining the Liu-type estimator and the principal component regression estimator

Deniz Inan ()

Statistical Papers, 2015, vol. 56, issue 1, 147-156

Abstract: In this study a new two-parameter estimator which includes the ordinary least squares, the principal components regression (PCR) and the Liu-type estimator is proposed. Conditions for the superiority of this new estimator over the PCR, r–k class estimator and Liu-type estimator are derived. Furthermore the performance of this estimator is compared with the other estimators in different conditions with simulation studies. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Liu-type estimator; r–k class estimators; Principal component regression estimator; Ridge estimator; Multicollinearity; 62J07 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s00362-013-0571-5

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