A modified Liu-type estimator with an intercept term under mixture experiments

被引:2
作者
Chen, Ai-Chun [1 ]
Emura, Takeshi [1 ]
机构
[1] Natl Cent Univ, Grad Inst Stat, 300 Zhongda Rd, Taoyuan 32001, Taiwan
关键词
Compound covariate estimator; linear regression; least squares estimator; ridge regression; shrinkage estimator; LINEAR-REGRESSION; RIDGE REGRESSION;
D O I
10.1080/03610926.2015.1132327
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider ridge regression with an intercept term under mixture experiments. We propose a new estimator which is shown to be a modified version of the Liu-type estimator. The so-called compoundcovariate estimator is applied to modify the Liu-type estimator. We then derive a formula of the totalmean squared error (TMSE) of the proposed estimator. It is shown that the new estimator improves upon existing estimators in terms of the TMSE, and the performance of the new estimator is invariant under the change of the intercept term. We demonstrate the new estimator using a real dataset on mixture experiments.
引用
收藏
页码:6645 / 6667
页数:23
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