A new Liu-type estimator in linear regression model |
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Authors: | Yalian Li Hu Yang |
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Institution: | 1.College of Mathematics and Statistics,Chongqing University,Chongqing,China |
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Abstract: | In this paper, we introduce a new Liu-type estimator called modified Liu estimator based on prior information for the vector
of parameters in a linear regression model and discuss its properties. Furthermore, we obtain that our new estimator is superior,
in the mean square error matrix sense, to the least squares estimator, Liu estimator, ridge estimator and modified ridge estimator.
Finally, a numerical example and a Monte Carlo simulation are done to illustrate some of the theoretical results. |
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Keywords: | |
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