Combining the Liu-type estimator and the principal component regression estimator
STATISTICAL PAPERS, cilt.56, sa.1, ss.147-156, 2015 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 56 Sayı: 1
- Basım Tarihi: 2015
- Doi Numarası: 10.1007/s00362-013-0571-5
- Dergi Adı: STATISTICAL PAPERS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Sayfa Sayıları: ss.147-156
- Anahtar Kelimeler: Liu-type estimator, r-k class estimators, Principal component regression estimator, Ridge estimator, Multicollinearity, RIDGE-REGRESSION
- Marmara Üniversitesi Adresli: Evet
Özet
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.