Advances and Applications in Statistics
Volume 55, Issue 1, Pages 47 - 66
(March 2019) http://dx.doi.org/10.17654/AS055010047 |
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MODIFICATION OF LIU-TYPE ESTIMATOR FOR TWO SUR MODEL
Tarek M. Omara
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Abstract: In this paper, we suggest a new biased Liu-Type estimator for the vector of parameters in a two SUR model. This Liu-type two SUR estimator based on ridge estimation. Furthermore, the superiority of this estimator from the ridge estimator and Liu-Type estimator was verified by mean square error (MSE). Finally, a simulation study was used to compare the proposed estimator with other ridge and Liu estimators for two SUR regression. |
Keywords and phrases: two seemingly unrelated regression model, multicollinearity, biased estimator, ridge two SUR estimator, Liu-type two SUR estimator, mean square error (MSE).
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