Improved Liu estimator in a linear regression model |
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Authors: | Xu-Qing Liu |
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Institution: | Faculty of Mathematics and Physics, Huaiyin Institute of Technology, Huai’an 223003, PR China |
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Abstract: | In this paper, we mainly aim to introduce the notion of improved Liu estimator (ILE) in the linear regression model y=Xβ+e. The selection of the biasing parameters is investigated under the PRESS criterion and the optimal selection is successfully derived. We make a simulation study to show the performance of ILE compared to the ordinary least squares estimator and the Liu estimator. Finally, the main results are applied to the Hald data. |
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Keywords: | Liu estimator Improved Liu estimator Linear regression model PRESS criterion |
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