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首页> 外文期刊>Communications in Statistics >On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models
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On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models

机译:在多元线性回归模型中Stein型Liu估计和正规规则Stein型Liu估计

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摘要

In this article, the Stein-type Liu estimator and positive-rule Stein-type Liu estimator are constructed for the parameter vector in a multiple linear model under a multicollinearity situation when it is suspected that the regression coefficients may be restricted to a subspace. Biases and quadratic risks of the proposed estimators are derived and compared to some competitors in literatures, such as the Liu estimator by Liu (1993), the restricted Liu estimator by Kacininlar et al. (1999), and the preliminary test Liu estimator by Yang and Xu (2011). Furthermore, some simulation results are provided to illustrate some of the theoretical results.
机译:在本文中,施坦型LIU估计器和正规则斯坦型LiU估计器被构造用于在多型状的情况下在多型线性模型中的参数向量构建,当怀疑回归系数可能限于子空间时,该参数矢量。拟议估计人员的偏差和二次风险得到了各种文献中的一些竞争对手,例如Liu(1993)的刘估计,Kacininlar等人的限制刘估计。 (1999),杨和徐(2011年)及刘估计初步测试。此外,提供了一些模拟结果以说明一些理论结果。

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