Evaluation of the predictive performance of the Liu type estimator. Issue 4 (21st April 2017)

• Record Type: Journal Article
• Authors: Dawoud, Issam; Kaçiranlar, Selahattin
• Is Part Of: Communications in statistics. Volume 46:Issue 4(2017)
• Page Start: 2800
• Page End: 2820
• Publication Date: 2017-04-21
• Subjects: Biased estimation -- Liu type estimator -- Multicollinearity -- Prediction mean square error; 62J05 -- 62J07; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2015.1062101
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: This article discusses the predictive performance of the Liu type (LT) estimator compared to ordinary least squares, principal components, ridge regression, and Liu estimators. The theoretical results are illustrated by a numerical example and a region is established where the LT estimator is uniformly superior to the other mentioned estimators.