A modified Liu-type estimator with an intercept term under mixture experiments

Ai-Chun Chen and Takeshi Emura

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 13, 6645-6667

Abstract: We consider ridge regression with an intercept term under mixture experiments. We propose a new estimator which is shown to be a modified version of the Liu-type estimator. The so-called compound covariate estimator is applied to modify the Liu-type estimator. We then derive a formula of the total mean squared error (TMSE) of the proposed estimator. It is shown that the new estimator improves upon existing estimators in terms of the TMSE, and the performance of the new estimator is invariant under the change of the intercept term. We demonstrate the new estimator using a real dataset on mixture experiments.

Date: 2017
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DOI: 10.1080/03610926.2015.1132327

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