Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market
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DOI: 10.1007/s10614-014-9458-3
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- Iqra Babar & Hamdi Ayed & Sohail Chand & Muhammad Suhail & Yousaf Ali Khan & Riadh Marzouki, 2021. "Modified Liu estimators in the linear regression model: An application to Tobacco data," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-13, November.
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More about this item
Keywords
Multicollinearity; Liu estimator; Linear model ; OLS; MSE; APT; Monte Carlo simulations; Primary 62J07; Secondary 62F10;All these keywords.
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