On the performance of principal component liu-type estimator under the mean square error criterion

Wu (2013) proposed an estimator,principal component liu-type estimator,to overcome multicollinearity. this estimator is a general estimator which includes ordinary least squares estimator,principal component regression estimator,ridge estimator,liu estimator,liu-type estimator,r-k class estimator,and r-d class estimator. in this paper,firstly we use a new method to propose the principal component liu-type estimator; then we study the superior of the new estimator by using the scalar mean squares error criterion. finally,we give a numerical example to show the theoretical results. © 2013 jibo wu.