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arXiv · 1709.01131

Liu-type Shrinkage Estimations in Linear Models

Bahadır Yüzbaşı·Yasin Asar·S. Ejaz Ahmed
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Abstract

In this study, we present the preliminary test, Stein-type and positive part Liu estimators in the linear models when the parameter vector $\boldsymbolβ$ is partitioned into two parts, namely, the main effects $\boldsymbolβ_1$ and the nuisance effects $\boldsymbolβ_2$ such that $\boldsymbolβ=\left(\boldsymbolβ_1, \boldsymbolβ_2 \right)$. We consider the case that a priori known or suspected set of the explanatory variables do not contribute to predict the response so that a sub-model may be enough for this purpose. Thus, the main interest is to estimate $\boldsymbolβ_1$ when $\boldsymbolβ_2$ is close to zero. Therefore, we conduct a Monte Carlo simulation study to evaluate the relative efficiency of the suggested estimators, where we demonstrate the superiority of the proposed estimators.

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Bahadır Yüzbaşı, Yasin Asar, S. Ejaz Ahmed. 2017-09-04. Liu-type Shrinkage Estimations in Linear Models. https://arxiv.org/abs/1709.01131

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