Modified Liu-Type Estimator Based on (r − k) Class Estimator

DOI10.1080/03610926.2011.577552zbMath1298.62112OpenAlexW1985161831MaRDI QIDQ5299076

M. I. Alheety, B. M. Golam Kibria

Publication date: 25 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.577552

zbMATH Keywords

multicollinearityordinary least squares estimatorLiu estimatormean squares errorordinary ridge regression estimator(\(k\)-\(d\)) class estimator(\(r\)-\(d\)) class estimator(\(r\)-\(k\)) class estimator

Mathematics Subject Classification ID

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

Related Items (9)

On some beta ridge regression estimators: method, simulation and application ⋮ Liu-type shrinkage estimations in linear models ⋮ Performance of the almost unbiased ridge-type principal component estimator in logistic regression model ⋮ On the performance of some biased estimators in the gamma regression model: simulation and applications ⋮ The generalized preliminary test estimator when different sets of stochastic restrictions are available ⋮ Modified almost unbiased Liu estimator in linear regression model ⋮ On the weighted mixed Liu-type estimator under unbiased stochastic restrictions ⋮ On the stochastic restricted modified almost unbiased Liu estimator in linear regression model ⋮ Reviving some geometric aspects of shrinkage estimation in linear models

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