Combining the Liu-type Estimator and the Principal Component Regression Estimator
نویسنده
چکیده
In this study a new two-parameter estimator which includes the ordinary least squares (OLS), the principal components regression (PCR) and the Liu-type estimator is proposed. Conditions for the superiority of this new estimator over the PCR, r-k class estimator and Liu-type estimator are derived. Furthermore the performance of this estimator is compared with the other estimators in different conditions with simulation studies.
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