A New Biased Estimator Derived from Principal Component Regression Estimator

A new biased estimator obtained by combining the Principal Component Regression Estimator and the special case of Liu-type estimator is proposed. The properties of the new estimator are derived and comparisons between the new estimator and other estimators in terms of mean squared error are presente...

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Bibliographic Details
Main Authors: Low, HC (Author), Ng, SF (Author), Quah, SH (Author)
Format: Article
Language:English
Series:JOURNAL OF MODERN APPLIED STATISTICAL METHODS
Online Access:View Fulltext in Publisher