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...
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/858794 |
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| _version_ | 1849412213884846080 |
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| author | Jibo Wu |
| author_facet | Jibo Wu |
| author_sort | Jibo Wu |
| collection | DOAJ |
| description | 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 estimator, and r-d class estimator. In this paper, firstly we use a new method to propose the principal component Liu-type estimator; then we study the superior of the new estimator by using the scalar mean squares error criterion. Finally, we give a numerical example to show the theoretical results. |
| format | Article |
| id | doaj-art-636b7a08a7a64a35899c68ffa3a6488e |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-636b7a08a7a64a35899c68ffa3a6488e2025-08-20T03:34:30ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/858794858794On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error CriterionJibo Wu0School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing 402160, ChinaWu (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 estimator, and r-d class estimator. In this paper, firstly we use a new method to propose the principal component Liu-type estimator; then we study the superior of the new estimator by using the scalar mean squares error criterion. Finally, we give a numerical example to show the theoretical results.http://dx.doi.org/10.1155/2013/858794 |
| spellingShingle | Jibo Wu On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion Journal of Applied Mathematics |
| title | On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion |
| title_full | On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion |
| title_fullStr | On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion |
| title_full_unstemmed | On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion |
| title_short | On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion |
| title_sort | on the performance of principal component liu type estimator under the mean square error criterion |
| url | http://dx.doi.org/10.1155/2013/858794 |
| work_keys_str_mv | AT jibowu ontheperformanceofprincipalcomponentliutypeestimatorunderthemeansquareerrorcriterion |