JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI
Vol. 19 No. 1 (2022): SEPTEMBER, 2022

Shifted Liu-Type Estimator in The Linear Regression

Funda Erdugan (Kirikkale University, Turkeye)



Article Info

Publish Date
07 Sep 2022

Abstract

The methods to solve the problem of multicollinearity have an important issue in the linear regression. The Liu-type estimator is one of these methods used to reduce its effect. This estimator is an estimator with two parameters denoted  and . Kurnaz and Akay (2015) [6] introduced a new approach for the Liu-type estimator and called it new Liu-type (NL) estimator. This proposed estimator is based on a continuous function of  rather than two parameters and includes OLS, ridge estimator, Liu estimator, and some estimators with two biasing parameters as special cases. This study aimed to improve the NL estimator by shifting. The performance of the shifted NL estimator is compared to the NL estimator and other estimators depending on the mean squared error (MSE) criterion. The real data example and simulation study reveal that the SNL estimator can be a good selection in the linear regression model.

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Journal Info

Abbrev

jmsk

Publisher

Subject

Mathematics

Description

Jurnal ini mempublikasikan paper-paper original hasil-hasil penelitian dibidang Matematika, Statistika dan Komputasi ...