Parameters Estimation of Linear Regression Model Using Liu-Type SteinEstimators

This paper suggests Liu-type Stein and Liu-type positive Stein estimators in linear regression model in the presence of multicollinearity under subspace information. The performance of the proposed estimators is compared to Liu-type estimator in terms of their relative efficiency via a Monte Carlo simulation study. The results show that the proposed estimators outperform the Liu-type estimator due to yielding larger values of simulated relative efficiency.