Combining the Liu estimator and the principal component regression estimator


Kaciranlar S. , Sakallioglu S.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, vol.30, no.12, pp.2699-2705, 2001 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 30 Issue: 12
  • Publication Date: 2001
  • Doi Number: 10.1081/sta-100108454
  • Title of Journal : COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Page Numbers: pp.2699-2705

Abstract

In this paper we introduce a class of estimators which includes the ordinary least squares (OLS), the principal components regression (PCR) and the Liu estimator (1). In particular. we show that our new estimator is superior, in the scalar mean-squared error (mse) sense, to the Liu estimator, to the OLS estimator and to the PCR estimator.