On Liu-type biased estimators in measurement error models

DOI10.1080/02331888.2020.1862116zbMath1465.62127OpenAlexW3115176387MaRDI QIDQ4987226

No author found.

Publication date: 29 April 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2020.1862116

zbMATH Keywords

multicollinearitymeasurement error modelpreliminary test estimationLiu type estimatorridge and Stein type regression estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• Estimation of the location parameter under LINEX loss function: Multivariate case
• Improved estimation in multiple linear regression models with measurement error and general constraint
• Use of prior information in the consistent estimation of regression coefficients in measurement error models
• Improved variance estimation under sub-space restriction
• Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
• Improved estimation in measurement error models through Stein rule procedure
• Estimation of the signal-to-noise in the linear regression model
• Estimators of slopes in linear errors-in-variables regression models when the predictors have known reliability matrix
• Pre-test estimation and design in the linear model
• Ridge regression using scrambled responses
• A note on classical Stein-type estimators in elliptically contoured models
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Rank tests and regression rank score tests in measurement error models
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Improved estimation of regression parameters in measurement error models
• IMPROVING THE 'HKB' ORDINARY TYPE RIDGE ESTIMATOR
• A Simulation Study of Some Ridge Estimators
• The Importance of Assessing Measurement Reliability in Multivariate Regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A new class of blased estimate in linear regression
• Performance of some new preliminary test ridge regression estimators and their properties
• Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
• Mixed Liu estimator in linear measurement error models
• Theory of Ridge Regression Estimation with Applications
• The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models
• The Restricted and Unrestricted Two-Parameter Estimators
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Optimum Critical Value for Pre-Test Estimator
• Analysis and Inference for Incompletely Specified Models Involving the Use of Preliminary Test(s) of Significance
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

This page was built for publication: On Liu-type biased estimators in measurement error models