New shrinkage-type estimators in a linear regression model when multicollinearity is severe

DOI10.1080/02331888.2012.760090zbMATH Open1291.62132OpenAlexW1979304742MaRDI QIDQ5169770FDOQ5169770

Authors: Xu-Qing Liu, Feng Gao, Xun-Qing Wu 

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.760090

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zbMATH Keywords

linear regression modelmulticollinearityordinary least-squares estimatorshrinkage-type estimatorcombined independent factor estimatorindependent factor estimator

Mathematics Subject Classification ID

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

Cites Work

• Shrinkage structure in biased regression
• On the Restricted Liu Estimator in the Gauss–Markov Model
• Double k-Class Estimators of Coefficients in Linear Regression
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• Using Liu-Type Estimator to Combat Collinearity
• Robust Liu estimator for regression based on an M-estimator
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
• A new biased estimator based on ridge estimation
• An alternative stochastic restricted Liu estimator in linear regression
• Improvement of the Liu estimator in linear regression model
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• Double bootstrap for shrinkage estimators
• The Research on Two Kinds of Restricted Biased Estimators Based on Mean Squared Error Matrix
• Simultaneous prediction intervals for all distances from the “best”

Cited In (1)

• On shrunken estimators in linear models

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