On the stochastic restricted Liu estimator under misspecification due to inclusion of some superfluous variables

MaRDI QIDQ4901537zbMATH OpenFDO

Authors Jianwen Xu, Hu Yang

Publication date 24 January 2013

zbMATH Keywords

mean squared error matrixmisspecified linear modelsstochastic restrictions

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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• Mixed regression estimator under inclusion of some superfluous variables
• Superiority of the stochastic restricted Liu estimator under misspecification
• Performance of the principal component two-parameter estimator in misspecified linear regression model

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