A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria

Meral Ebegil and Fikri Gökpınar

Journal of Applied Statistics, 2012, vol. 39, issue 10, 2081-2096

Abstract: In this study, the necessary and sufficient conditions for the Liu-type (LT) biased estimator are determined. A test for choosing between the LT estimator and least-squares estimator is obtained by using these necessary and sufficient conditions. Also, a simulation study is carried out to compare this estimator against the ridge estimator. Furthermore, a numerical example is given for defined test statistic.

Date: 2012
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DOI: 10.1080/02664763.2012.700453

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