The generalized two type parameter estimator in linear regression model

In this paper, a new two type parameter estimator is proposed. This estimator is a generalization of two-parameter introduced by Özakle and Kaçiranlar and includes theordinary least squares, the ridge and the generalized Liu estimators, as special cases. Here the performance of this new estimator over the ordinary least squares and the two parameter estimators in terms of quadratic bias (QB) and scalar mean-squared error (MSE) criteria is investigated and a simulation study is done for the comparison as well as the determination of the biasing parameters.

Keywords:

Generalized Liu estimator , Lagrange method , Mean squared error , Ridge estimator , Two-parameter estimator.