Modification of Liu-type estimator for two SUR model

DOI10.17654/AS055010047zbMATH Open1430.62160MaRDI QIDQ5237652FDOQ5237652

Tarek Mahmoud Omara

Publication date: 18 October 2019

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

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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)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Title not available (Why is that?)
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• A new class of blased estimate in linear regression
• Using Liu-Type Estimator to Combat Collinearity
• A new biased estimator based on ridge estimation
• Title not available (Why is that?)
• Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
• Ridge regression in the context of a system of seemingly unrelated regression equations
• Improved Liu-type estimator of parameters in two seemingly unrelated regressions

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