Improved Liu-type estimator of parameters in two seemingly unrelated regressions (Q469949)
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scientific article; zbMATH DE number 6368357
| Language | Label | Description | Also known as |
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| English | Improved Liu-type estimator of parameters in two seemingly unrelated regressions |
scientific article; zbMATH DE number 6368357 |
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Improved Liu-type estimator of parameters in two seemingly unrelated regressions (English)
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11 November 2014
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Summary: We consider the parameter estimation in two seemingly unrelated regression systems. To overcome the multicollinearity, we propose a Liu-type estimator in seemingly unrelated regression systems. The superiority of the new estimator over the classic estimator in the mean square error is discussed and we also discuss the admissibility of the Liu-type estimator.
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