Mixed Liu estimator in linear measurement error models |
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| Authors: | F Ghapani B Babadi |
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| Institution: | 1. Department of Mathematics and Statistics, Shoushtar Branch, Islamic Azad University, Shoushtar, Iran;2. Department of Statistics, Shahid Chamran University of Ahvaz, Ahvaz, Iran |
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| Abstract: | In this paper, we introduce mixed Liu estimator (MLE) for the vector of parameters in linear measurement error models by unifying the sample and the prior information. The MLE is a generalization of the mixed estimator (ME) and Liu estimator (LE). In particular, asymptotic normality properties of the estimators are discussed, and the performance of the MLE over the LE and ME are compared based on mean squared error matrix (MSEM). Finally, a Monte Carlo simulation and a numerical example are also presented for analysis. |
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| Keywords: | Liu estimator Mean squared error matrix Mixed estimator Mixed Liu estimator |
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