Modification of Liu-type estimator for two SUR model (Q5237652)
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scientific article; zbMATH DE number 7119557
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| English | Modification of Liu-type estimator for two SUR model |
scientific article; zbMATH DE number 7119557 |
Statements
MODIFICATION OF LIU-TYPE ESTIMATOR FOR TWO SUR MODEL (English)
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18 October 2019
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two seemingly unrelated regression model
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multicollinearity
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biased estimator
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ridge two SUR estimator
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Liu-type two SUR estimator
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mean square error (MSE)
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0.8093963861465454
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0.8008443713188171
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0.7979505062103271
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0.7838389873504639
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0.7713720798492432
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