Jackknifed Liu estimator in linear regression models |
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Authors: | Hongchang Hu Yuhe Xia |
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Institution: | 1. School of Mathematics and Statistics, Hubei Normal University, Huangshi, 435002, Hubei, China
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Abstract: | In this paper, we introduce a generalized Liu estimator and jackknifed Liu estimator in a linear regression model with correlated or heteroscedastic errors. Therefore, we extend the Liu estimator. Under the mean square error(MSE), the jackknifed estimator is superior to the Liu estimator and the jackknifed ridge estimator. We also give a method to select the biasing parameter for d. Furthermore, a numerical example is given to illustvate these theoretical results. |
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