A new Liu-type estimator

Fatma Kurnaz () and Kadri Akay ()

Statistical Papers, 2015, vol. 56, issue 2, 495-517

Abstract: The purpose of this paper is to introduce a new general Liu-type estimator which includes the ordinary least squares (OLS), ordinary ridge regression (ORR), Liu estimators and some estimators with two biasing parameters as special cases. Also, we investigate the superiority of the new Liu-type estimator to the OLS, ORR, Liu estimators and the estimators with two biasing parameters under the matrix mean squared error (MMSE) criterion. Furthermore, the results are illustrated both theoretically and graphically on the Portland cement dataset which is widely used in literature. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Biased regression; Mean squared error; Multicollinearity; Ridge regression; Liu estimator (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00362-014-0594-6 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:56:y:2015:i:2:p:495-517

Ordering information: This journal article can be ordered from
http://www.springer. ... business/journal/362

DOI: 10.1007/s00362-014-0594-6

Access Statistics for this article

Statistical Papers is currently edited by C. Müller, W. Krämer and W.G. Müller

More articles in Statistical Papers from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().