期刊名称:Journal of Modern Applied Statistical Methods
出版年度:2010
卷号:9
期号:1
页码:22
出版社:Wayne State University
摘要:A new biased estimator obtained by combining the Principal Component Regression Estimator and the special case of Liu-type estimator is proposed. The properties of the new estimator are derived and comparisons between the new estimator and other estimators in terms of mean squared error are presented.
关键词:Linear regression model; Principal Component Regression Estimator; special case of Liu-type estimator; mean squared error