Abstract

This article proposes another general class of biased estimators which includes some popular estimators as special cases and discusses its properties for multiple linear regression models with the issue of multicollinearity. We proposed the estimator by modifying the Liu estimator (LE) with the use of the existing modified ridge-type estimator and provide its properties. Performance of the proposed estimator is compared with many of the leading estimators, using the mean squared error (MSE) matrix criterion. We conducted an extensive simulation study to illustrate the superiority of the proposed estimator.

中文翻译：

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改进的 Liu-ridge 型估计器：一类新的有偏估计器来解决多重共线性问题

摘要

本文提出了另一类一般的有偏估计量，其中包括一些流行的估计量作为特例，并讨论了其在具有多重共线性问题的多元线性回归模型中的性质。我们通过使用现有的修改脊型估计器修改 Liu 估计器 (LE) 来提出估计器并提供其属性。使用均方误差 (MSE) 矩阵标准将所提出的估计器的性能与许多领先的估计器进行比较。我们进行了广泛的模拟研究，以说明所提出的估计器的优越性。