Almost Unbiased Liu Principal Component Estimator in the Presence of Multicollinearity and Autocorrelation

Document Type : Original Article

Authors

• Ahmed A. E. ¹
• Amal H. A. ²
• Hassan M. Ali ²

¹ Department of Applied Statistics and Econometrics, Faculty of Graduate Studies for Statistical Research, Egypt

² Department of Statistics, Faculty of Commerce, Zagazig University, Egypt

Abstract

Keywords

• Principal component
• Liu estimator
• Autocorrelation
• Multicollinearity
• Unbiasedness
• Multiple Linear regression model

Main Subjects

• Linear models
• Regression analysis
• Robust estimation