On the Performance of Principal Component Liu‐Type Estimator under the Mean Square Error Criterion

Jibo Wu

Journal of Applied Mathematics, 2013, vol. 2013, issue 1

Abstract: Wu (2013) proposed an estimator, principal component Liu‐type estimator, to overcome multicollinearity. This estimator is a general estimator which includes ordinary least squares estimator, principal component regression estimator, ridge estimator, Liu estimator, Liu‐type estimator, r‐k class estimator, and r‐d class estimator. In this paper, firstly we use a new method to propose the principal component Liu‐type estimator; then we study the superior of the new estimator by using the scalar mean squares error criterion. Finally, we give a numerical example to show the theoretical results.

Date: 2013
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1155/2013/858794

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:wly:jnljam:v:2013:y:2013:i:1:n:858794

Access Statistics for this article

More articles in Journal of Applied Mathematics from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().