文章基本信息

标题：A New Liu Type of Estimator for the Restricted SUR Estimator
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作者：Månsson, Kristofer ; Kibria, B. M. Golam ; Shukur, Ghazi 等
期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2019
卷号：18
期号：1
页码：12-22
DOI：10.22237/jmasm/1556669340
出版社：Wayne State University
摘要：A new Liu type of estimator for the seemingly unrelated regression (SUR) models is proposed that may be used when estimating the parameters vector in the presence of multicollinearity if the it is suspected to belong to a linear subspace. The dispersion matrices and the mean squared error (MSE) are derived. The new estimator may have a lower MSE than the traditional estimators. It was shown using simulation techniques the new shrinkage estimator outperforms the commonly used estimators in the presence of multicollinearity.
关键词：Estimation; MSE; multicollinearity; SUR; Liu; simulation.