On the Liu and almost unbiased Liu estimators in the presence of multicollinearity with heteroscedastic or correlated errors

zbMATH Open1413.62094MaRDI QIDQ3577684FDOQ3577684

Authors: M. I. Alheety, B. M. Golam Kibria 

Publication date: 22 July 2010

Full work available at URL: http://www.emis.de/journals/SMA/v04/a13.html

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zbMATH Keywords

linear modelsimulationbiasmulticollinearityOLSMSELiu estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (31)

• On the performance of some new Liu parameters for the gamma regression model
• Two-parameter estimator for the inverse Gaussian regression model
• On the James-Stein estimator for the poisson regression model
• A new Liu-type estimator for the Inverse Gaussian Regression Model
• New shrinkage parameters for the inverse Gaussian Liu regression
• A new improved Liu estimator for the QSAR model with inverse Gaussian response
• Developing a Liu estimator for the negative binomial regression model: method and application
• A restricted Liu estimator for binary regression models and its application to an applied demand system
• Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
• A new unbiased estimator of a mulitple linear regression model of the CAPM in case of multicollinearity
• A note on the performance of biased estimators with autocorrelated errors
• New heteroscedasticity-adjusted ridge estimators in linear regression model
• Bootstrap Liu estimators for Poisson regression model
• Two parameter estimators for the Conway–Maxwell–Poisson regression model
• Modified almost unbiased Liu estimator in linear regression model
• Liu estimator in partly linear regression models with correlated errors
• On the restricted almost unbiased Liu estimator in the logistic regression model
• On the predictive performance of the almost unbiased Liu estimator
• Performance of some new Liu parameters for the linear regression model
• A new Poisson Liu regression estimator: method and application
• Almost unbiased Liu-type estimators in gamma regression model
• Monte Carlo simulation study of biased estimators in the linear regression models with correlated or heteroscedastic errors
• On Liu-type biased estimators in measurement error models
• Modified ridge estimator in the Bell regression model
• On the Liu estimation of Bell regression model in the presence of multicollinearity
• On the Liu estimator in the beta and Kumaraswamy regression models: A comparative study
• On some robust Liu estimators for the linear regression model with outliers: theory, simulation and application
• The feasible generalized restricted ridge regression estimator
• Modified ridge-type estimator for the inverse Gaussian regression model
• Title not available (Why is that?)

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