期刊
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷 49, 期 17, 页码 4178-4196出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2019.1595654
关键词
Multicollinearity; Liu estimator; Liu parameters; mean squared error; mean absolute error
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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