Combining the Liu-type estimator and the principal component regression estimator


Inan D.

STATISTICAL PAPERS, vol.56, no.1, pp.147-156, 2015 (Journal Indexed in SCI) identifier

  • Publication Type: Article / Article
  • Volume: 56 Issue: 1
  • Publication Date: 2015
  • Doi Number: 10.1007/s00362-013-0571-5
  • Title of Journal : STATISTICAL PAPERS
  • Page Numbers: pp.147-156

Abstract

In this study a new two-parameter estimator which includes the ordinary least squares, the principal components regression (PCR) and the Liu-type estimator is proposed. Conditions for the superiority of this new estimator over the PCR, r-k class estimator and Liu-type estimator are derived. Furthermore the performance of this estimator is compared with the other estimators in different conditions with simulation studies.