A mathematical programming approach for Liu-type estimator

DOI10.17654/AS050040293zbMATH Open1369.62163OpenAlexW2603994499MaRDI QIDQ5269511FDOQ5269511

Rasha Ebaid, Samah Abo-El-Hadid, Rasha A. Farghali

Publication date: 27 June 2017

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

Full work available at URL: http://www.pphmj.com/abstract/10641.htm

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zbMATH Keywords

multiple regressionMSEcondition indexLiu-type estimatorsmulticollinearity mathematical programming

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

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• More on Liu-Type Estimator in Linear Regression
• Defining a two-parameter estimator: a mathematical programming evidence
• Using Liu-Type Estimator to Combat Collinearity

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