STATISTICS & PROBABILITY LETTERS, vol.77, no.4, pp.438-446, 2007 (SCI-Expanded)
Kaciranlar, and Sakalhoglu, [2001. Combining the Liu estimator and the principal component regression estimator. Comm. Statist. Theory Methods 30, 2699-2705] introduced the r-d class estimator which is a general estimator of the ordinary least squares (OLS), the principal components regression (PCR) and the Liu estimators. In this paper, we derive conditions for the superiority of the r-d class estimator over each of these estimators and the r-k class estimator by the matrix mean square error (MMSE) criterion. Also, we suggest tests to verify if these conditions arc indeed satisfied.