Improved Liu estimator in a linear regression model

被引：12
|
作者：
Liu, Xu-Qing [1 ]
机构：
[1] Huaiyin Inst Technol, Fac Math & Phys, Huaian 223003, Peoples R China
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 01期
关键词：
Liu estimator; Improved Liu estimator; Linear regression model; PRESS criterion; PREDICTION; VARIABLES; CRITERION;
D O I：
10.1016/j.jspi.2010.05.030
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we mainly aim to introduce the notion of improved Liu estimator (ILE) in the linear regression model y=X beta+e. The selection of the biasing parameters is investigated under the PRESS criterion and the optimal selection is successfully derived. We make a simulation study to show the performance of ILE compared to the ordinary least squares estimator and the Liu estimator. Finally, the main results are applied to the Hald data. (c) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：189 / 196
页数：8
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