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A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria

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  • Meral Ebegil
  • Fikri Gökpınar

Abstract

In this study, the necessary and sufficient conditions for the Liu-type (LT) biased estimator are determined. A test for choosing between the LT estimator and least-squares estimator is obtained by using these necessary and sufficient conditions. Also, a simulation study is carried out to compare this estimator against the ridge estimator. Furthermore, a numerical example is given for defined test statistic.

Suggested Citation

  • Meral Ebegil & Fikri Gökpınar, 2012. "A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(10), pages 2081-2096, June.
    • Handle: RePEc:taf:japsta:v:39:y:2012:i:10:p:2081-2096
    DOI: 10.1080/02664763.2012.700453
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    References listed on IDEAS

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    1. H. C. Hamaker, 1962. "On multiple regression analysis," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 16(1), pages 31-56, March.
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