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On the almost unbiased generalized Liu estimator and unbiased estimation of the bias and MSE. (English) Zbl 0937.62612
Summary: In this paper, we derive the almost unbiased generalized Liu estimator and examine an exact unbiased estimator of the bias and mean squared error of the feasible generalized Liu estimator. We compare the almost unbiased generalized Liu estimator (AUGLE) with the generalized Liu estimator (GLE) and with the ordinary least squares estimator (OLSE).

MSC:
62J05 Linear regression; mixed models
62J07 Ridge regression; shrinkage estimators (Lasso)
62F10 Point estimation
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