Liu estimation approach to the measurement error models

Siray G.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.89, sa.18, ss.3453-3496, 2019 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 89 Sayı: 18
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1080/00949655.2019.1669155
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.3453-3496
  • Anahtar Kelimeler: Measurement error, multicollinearity, Liu estimator, restricted Liu estimator, reliability matrix, RIDGE-REGRESSION
  • Çukurova Üniversitesi Adresli: Evet

Özet

In this paper, we consider the estimation of the parameters of measurement error (ME) models when the multicollinearity exists. To remedy the problem of multicollinearity in ME models, we consider the Liu estimation approach. We define Liu and restricted Liu estimators and also examine the asymptotic properties of proposed estimators in ME models. Moreover, we conduct a Monte Carlo simulation study and a numerical example to investigate the performances of the proposed estimators by the scalar mean squared error criterion.