The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity

DOI10.1080/03610918.2020.1806324OpenAlexW3081561694MaRDI QIDQ5055152FDOQ5055152

Author name not available (Why is that?)

Publication date: 13 December 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1806324

zbMATH Keywords

multicollinearityridge-type estimatorLiu estimatormean squared error matrixtwo parameter estimator

Mathematics Subject Classification ID

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

Cites Work

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• Another proposal about the new two-parameter estimator for linear regression model with correlated regressors

Cited In (2)

• Principal component ridge type estimator for the inverse Gaussian regression model
• On modified unbiased two-parameter estimator

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