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A new Liu-type estimator in linear regression model

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Abstract

In this paper, we introduce a new Liu-type estimator called modified Liu estimator based on prior information for the vector of parameters in a linear regression model and discuss its properties. Furthermore, we obtain that our new estimator is superior, in the mean square error matrix sense, to the least squares estimator, Liu estimator, ridge estimator and modified ridge estimator. Finally, a numerical example and a Monte Carlo simulation are done to illustrate some of the theoretical results.

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Authors and Affiliations

  1. College of Mathematics and Statistics, Chongqing University, Chongqing, 400030, China

    Yalian Li & Hu Yang

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  1. Yalian Li
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  2. Hu Yang
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Correspondence to Yalian Li.

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Li, Y., Yang, H. A new Liu-type estimator in linear regression model. Stat Papers 53, 427–437 (2012). https://doi.org/10.1007/s00362-010-0349-y

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  • DOI: https://doi.org/10.1007/s00362-010-0349-y

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