On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion
Wu (2013) proposed an estimator, principal component Liu-type estimator, to overcome multicollinearity. This estimator is a general estimator which includes ordinary least squares estimator, principal component regression estimator, ridge estimator, Liu estimator, Liu-type estimator, r-k class estim...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
|
| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/858794 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|