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Coefficients Estimation of Linear Regression Models Using Liu-Type Shrinkage Estimators
Zahra Zandi * , Hossein Bevrani
Abstract:   (421 Views)

This paper suggests Liu-type shrinkage estimators in linear regression model in the presence of multicollinearity under subspace information. The performance of the proposed estimators is compared to Liu-type estimator in terms of their relative efficiency via a Monte Carlo simulation study and a real data set. The results reveal that the proposed estimators outperform better than the Liu-type estimator.

Keywords: Linear Regression Model, Multicollinearity, Liu-type Shrinkage Estimators, Monte Carlo Simulation.
Full-Text [PDF 4973 kb]   (165 Downloads)    
Type of Study: Research | Subject: Applied Statistics
Received: 2022/03/11 | Accepted: 2023/03/1
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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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