New Versions of Liu-type Estimator in Weighted and non-weighted Mixed Regression Model
Liu estimator
Mean squared error matrix
Mixed estimator
Stochastic restricted Liu estimator
Weighted mixed Liu estimator. Mathematics Subject Classification Primary: 62J05
Secondary 62J07.
This paper considers and proposes new estimators that depend on the sample and on prior information in the case that they either are equally or are not equally important in the model. The prior information is described as linear stochastic restrictions. We study the properties and the performances of these estimators compared to other common estimators using the mean squared error as a criterion for the goodness of fit. A numerical example and a simulation study are proposed to explain the performance of the estimators.
