Modification of Liu-type estimator for two SUR model

DOI10.17654/AS055010047MaRDI QIDQ5237652zbMATH OpenFDO

Authors Tarek Mahmoud Omara

Publication date 18 October 2019

Published in Advances and Applications in Statistics (Search for Journal in Brave)

zbMATH Keywords

multicollinearitybiased estimatormean square error (MSE)Liu-type two SUR estimatorridge two SUR estimatortwo seemingly unrelated regression model

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Improved Liu-type estimator of parameters in two seemingly unrelated regressions
• Modified Ridge Parameters for Seemingly Unrelated Regression Model
• A new Liu-type estimator in linear regression model
• Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
• Modified almost unbiased Liu estimator in linear regression model

Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• A new biased estimator based on ridge estimation
• A new class of blased estimate in linear regression
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Improved Liu-type estimator of parameters in two seemingly unrelated regressions
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression in the context of a system of seemingly unrelated regression equations
• Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(1)

• Improved Liu-type estimator of parameters in two seemingly unrelated regressions

This page was built for publication: Modification of Liu-type estimator for two SUR model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5237652)