Journal of Applied Mathematics

On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion

Jibo Wu

Full-text: Open access

Abstract

Wu (2013) proposed an estimator, principal component Liu-type estimator, to overcome multicollinearity. This estimator is a general estimator which includes ordinary least squares estimator, principal component regression estimator, ridge estimator, Liu estimator, Liu-type estimator, r-k class estimator, and r-d class estimator. In this paper, firstly we use a new method to propose the principal component Liu-type estimator; then we study the superior of the new estimator by using the scalar mean squares error criterion. Finally, we give a numerical example to show the theoretical results.

Article information

Source
J. Appl. Math., Volume 2013 (2013), Article ID 858794, 7 pages.

Dates
First available in Project Euclid: 14 March 2014

Permanent link to this document
https://projecteuclid.org/euclid.jam/1394808268

Digital Object Identifier
doi:10.1155/2013/858794

Mathematical Reviews number (MathSciNet)
MR3138961

Zentralblatt MATH identifier
06950911

Citation

Wu, Jibo. On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion. J. Appl. Math. 2013 (2013), Article ID 858794, 7 pages. doi:10.1155/2013/858794. https://projecteuclid.org/euclid.jam/1394808268


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