Another proposal about the new two-parameter estimator for linear regression model with correlated regressors

DOI10.1080/03610918.2019.1705975zbMath1487.62075OpenAlexW2999733607WikidataQ126403861 ScholiaQ126403861MaRDI QIDQ5866141

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Publication date: 13 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1705975

zbMATH Keywords

multicollinearityLiu estimatortwo-parameter estimatormean squared error matrixnew two-parameter estimator

Mathematics Subject Classification ID

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

Related Items (3)

The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity ⋮ Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study ⋮ Modified ridge-type for the Poisson regression model: simulation and application

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