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.

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