Improvement of the Liu Estimator in Weighted Mixed Regression

DOI10.1080/03610920802192513zbMath1292.62107OpenAlexW2071435468MaRDI QIDQ5495196

Xinfeng Chang, Deqiang Liu, Hu Yang

Publication date: 31 July 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802192513

zbMATH Keywords

Liu estimatormean squared error matrixweighted mixed estimatorweighted mixed Liu estimator

Mathematics Subject Classification ID

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

Related Items (13)

A new double-regularized regression using Liu and Lasso regularization ⋮ A class of biased estimators based on QR decomposition ⋮ A new difference-based weighted mixed Liu estimator in partially linear models ⋮ Comments on “On the weighted mixed Liu-type estimator under unbiased stochastic restrictions” ⋮ Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion ⋮ Efficiency of a Liu-type estimator in semiparametric regression models ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ Efficiency of the modified jackknifed Liu-type estimator ⋮ A Generalized Diagonal Ridge-type Estimator in Linear Regression ⋮ A Generalized Stochastic Restricted Ridge Regression Estimator ⋮ Liu-type estimator in semiparametric regression models ⋮ Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator ⋮ Singular Ridge Regression With Stochastic Constraints

Cites Work

• Improvement of the Liu estimator in linear regression model
• Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A new class of blased estimate in linear regression
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• Performance of Some New Ridge Regression Estimators
• Using Liu-Type Estimator to Combat Collinearity
• On the Use of Incomplete Prior Information in Regression Analysis

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