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New Estimators of Modified Liu
Maryam Borzoei Bidgoli , Mohammad Arashi
Abstract:   (392 Views)

One way of dealing with the problem of collinearity in linear models, is to make use of the Liu estimator. In this paper, a new estimator by generalizing the modified Liu estimator of Li and Yang (2012) has been proposed. This estimator is constructed based on a prior information of vector parameters in linear regression and the generalized estimator of Akdeniz and Kachiranlar (1995). Using the mean square error matrix criterion, we have obtained the superiority conditions Of this newly defined estimator over the generalized Liu estimator. For comparison sake, a numerical example as well as a Monte Carlo simulation study are considered.

Keywords: Prior Information, Generalized Modified Liu Estimator, Modified Liu Estimator, Generalized Liu Estimator, Colinearity.
Full-Text [PDF 2816 kb]   (64 Downloads)    
Type of Study: Research | Subject: Statistical Inference
Received: 2016/01/29 | Accepted: 2018/06/30
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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
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