Improvement of the Liu estimator in linear regression model

被引：0
|
作者：
M. H. Hubert
P. Wijekoon
机构：
[1] University of Jaffna,Department of Economics and Management, Vavuniya Campus
[2] University of Peradeniya,Department of Statistics and Computer Science, Faculty of Science
来源：
Statistical Papers | 2006年 / 47卷
关键词：
Ordinary least squares estimator, mixed estimator; Liu estimator; Stochastic Restricted Liu estimator; Mean Squared error matrix;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In the presence of stochastic prior information, in addition to the sample, Theil and Goldberger (1961) introduced a Mixed Estimator \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\hat \beta _m $$ \end{document} for the parameter vector β in the standard multiple linear regression model (T,Xβ,σ2I). Recently, the Liu estimator which is an alternative biased estimator for β has been proposed by Liu (1993).
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