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)

Full work available at URL https://doi.org/10.17654/AS055010047

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)

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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

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