Modified Liu-Type Estimator Based on (r - k) Class Estimator

Abstract

In this article, we introduced a new Liu-type estimator which includes the ordinary least squares estimator OLS , ordinary ridge regression estimator ORR , Liu estimator LE , k − d class estimator, principal components regression PCR estimator, r − d class estimator, and r − k class estimator. Under some conditions, the performance of the proposed estimator is superior to the other estimators by using the scalar mean squares error criterion. A simulation study has been conducted to compare the performance of the estimators. Finally, a numerical example has been analyzed to illustrate the theoretical results of the article.