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Turkish Journal of Mathematics

Author ORCID Identifier

DÜNYA KARAPINAR: 0000-0001-5516-4780

MURAT POLAT : 0000-0003-0388-6030

NİMET ÖZBAY: 0000-0003-3840-3107

SELAHATTİN KAÇIRANLAR: 0000-0003-0678-7935

Abstract

This paper presents comparative results on the two-parameter weighted mixed estimator, which is a distinct class of estimator defined to address the problem of multicollinearity. The two-parameter weighted mixed estimator is a general estimator that includes the weighted mixed estimator, the weighted mixed Liu estimator, and the weighted mixed ridge estimator. Detailed comparisons among the mentioned estimators are carried out based on the matrix mean square error. Theoretical findings are supported by two numerical examples in addition to a Monte Carlo simulation study.

DOI

10.55730/1300-0098.3667

Keywords

Liu estimator, mean square error, ridge estimator, two parameter estimator, weighted mixed estimator

First Page

539

Last Page

554

Publisher

The Scientific and Technological Research Council of Türkiye (TÜBİTAK)

Creative Commons License

Creative Commons Attribution 4.0 International License
This work is licensed under a Creative Commons Attribution 4.0 International License.

Included in

Mathematics Commons

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