Sankhya: The Indian Journal of Statistics

2001, Volume 63, Series B, Pt. 3, pp. 321--325

MORE ON THE NEW BIASED ESTIMATOR IN LINEAR REGRESSION

By

FIKRI AKDENIZ

and

SELAHATTIN KAÇIRANLAR, *University of Çukurova, Adana, Turkey*

SUMMARY. This paper deals with the standard
multiple linear regression model (*y, Xß, (sigma)² I*), where the
matrix *X* is assumed to be full column rank. We introduced a new biased (*
restricted Liu *) estimator and compare with *restricted least squares * estimator in the matrix mean-squared error sense.

*AMS (1991) subject classification.* 62J05.

*Key words and phrases.* Biased estimator, least squares
estimator, Liu estimator, multicollinearity, restricted least
squares estimator, restricted Liu estimator, ridge regression.