On the Assessment Restricted Liu Estimator for Dealing with Multi-Collinearity Problem

Noor Edin Rabeh

Baghdad University, College of Science, Baghdad, Iraq

Abstract

In this paper, we concentrate on comparing the restricted least squares with restricted Liu estimator based on (MSE) criterion in the existence of multi-collinearity. In addition, we find the best estimation in many different cases with some related numerical examples.

Keywords: Least squares; Liu estimator; Multi-collinearity