Combining the Liu estimator and the principal component regression estimator

Kaciranlar S., Sakallioglu S.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.30, sa.12, ss.2699-2705, 2001 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 30 Sayı: 12
  • Basım Tarihi: 2001
  • Doi Numarası: 10.1081/sta-100108454
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.2699-2705
  • Anahtar Kelimeler: Liu estimator, mean square errror, multicollinearity, r-d class estimator, ridge regression, NONORTHOGONAL PROBLEMS, RIDGE REGRESSION
  • Çukurova Üniversitesi Adresli: Evet

Özet

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.