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, class estimator, and 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.
Citation
Jibo Wu. "On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion." J. Appl. Math. 2013 1 - 7, 2013. https://doi.org/10.1155/2013/858794