4.2 Article

Performance of some new Liu parameters for the linear regression model

Journal

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 49, Issue 17, Pages 4178-4196

Publisher

TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2019.1595654

Keywords

Multicollinearity; Liu estimator; Liu parameters; mean squared error; mean absolute error

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This article introduces some Liu parameters in the linear regression model based on the work of Shukur, Mansson, and Sjolander. These methods of estimating the Liu parameter d increase the efficiency of Liu estimator. The comparison of proposed Liu parameters and available methods has done using Monte Carlo simulation and a real data set where the mean squared error, mean absolute error and interval estimation are considered as performance criterions. The simulation study shows that under certain conditions the proposed Liu parameters perform quite well as compared to the ordinary least squares estimator and other existing Liu parameters.

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