A new stochastic mixed Liu estimator in linear regression model

Yong Li

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 3, 726-737

Abstract: To overcome multicollinearity, a new stochastic mixed Liu estimator is presented and its efficiency is considered. We also compare the proposed estimators in the sense of matrix mean squared error criteria. Finally a numerical example and a simulation study are given to show the performance of the estimators.

Date: 2020
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DOI: 10.1080/03610926.2018.1549250

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