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A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
Authors:Meral Ebegil  Fikri Gökpınar
Affiliation:Department of Statistics , Gazi University , Ankara , Turkey
Abstract:
In this study, the necessary and sufficient conditions for the Liu-type (LT) biased estimator are determined. A test for choosing between the LT estimator and least-squares estimator is obtained by using these necessary and sufficient conditions. Also, a simulation study is carried out to compare this estimator against the ridge estimator. Furthermore, a numerical example is given for defined test statistic.
Keywords:linear admissible estimators  mean square error  central-F approximations  Liu-type estimator  ridge estimator
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