Combining the Liu estimator and the principal component regression estimator


Kaciranlar S. , Sakallioglu S.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.30, ss.2699-2705, 2001 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 30 Konu: 12
  • Basım Tarihi: 2001
  • Doi Numarası: 10.1081/sta-100108454
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayıları: ss.2699-2705

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.