| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1150116 | Journal of Statistical Planning and Inference | 2011 | 8 Pages |
Abstract
In this paper, we mainly aim to introduce the notion of improved Liu estimator (ILE) in the linear regression model y=Xβ+ey=Xβ+e. The selection of the biasing parameters is investigated under the PRESS criterion and the optimal selection is successfully derived. We make a simulation study to show the performance of ILE compared to the ordinary least squares estimator and the Liu estimator. Finally, the main results are applied to the Hald data.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Xu-Qing Liu,