Modified Liu-Type Estimator Based on (r − k) Class Estimator

• Published in: Communications in statistics. Theory and methods Vol. 42; no. 2; pp. 304 - 319
• Main Authors: Alheety, Mustafa Ismaeel, Golam Kibria, B. M.
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis Group 15-01-2013; Taylor & Francis Ltd
• Subjects: (k − d) class estimator; (r − d) class estimator; (r − k) class estimator; Computer simulation; Economic models; Estimators; Least squares method; Liu estimator; Mean square values; Mean squares error; Multicollinearity; Ordinary least squares estimator; Ordinary ridge regression estimator; Regression; Ridges; Scalars; Statistics; Studies
• ISSN: 0361-0926; 1532-415X
• DOI: 10.1080/03610926.2011.577552

In this article, we introduced a new Liu-type estimator which includes the ordinary least squares estimator (OLS), ordinary ridge regression estimator (ORR), Liu estimator (LE), (k − d) class estimator, principal components regression (PCR) estimator, (r − d) class estimator, and (r − k) class estimator. Under some conditions, the performance of the proposed estimator is superior to the other estimators by using the scalar mean squares error criterion. A simulation study has been conducted to compare the performance of the estimators. Finally, a numerical example has been analyzed to illustrate the theoretical results of the article.