Almost Unbiased Liu Principal Component Estimator in the Presence of Multicollinearity and Autocorrelation
A. E., A., H. A., A., M. Ali, H. (2020). Almost Unbiased Liu Principal Component Estimator in the Presence of Multicollinearity and Autocorrelation. EKB Journal Management System, 64(1), 21-33. doi: 10.21608/esju.2021.189436
Ahmed A. E.; Amal H. A.; Hassan M. Ali. "Almost Unbiased Liu Principal Component Estimator in the Presence of Multicollinearity and Autocorrelation". EKB Journal Management System, 64, 1, 2020, 21-33. doi: 10.21608/esju.2021.189436
A. E., A., H. A., A., M. Ali, H. (2020). 'Almost Unbiased Liu Principal Component Estimator in the Presence of Multicollinearity and Autocorrelation', EKB Journal Management System, 64(1), pp. 21-33. doi: 10.21608/esju.2021.189436
A. E., A., H. A., A., M. Ali, H. Almost Unbiased Liu Principal Component Estimator in the Presence of Multicollinearity and Autocorrelation. EKB Journal Management System, 2020; 64(1): 21-33. doi: 10.21608/esju.2021.189436

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

The Egyptian Statistical Journal
Article 2, Volume 64, Issue 1, June 2020, Page 21-33  XML PDF (392.1 K)
Document Type: Original Article
DOI: 10.21608/esju.2021.189436
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Authors
Ahmed A. E.1; Amal H. A.2; Hassan M. Ali2
1Department of Applied Statistics and Econometrics, Faculty of Graduate Studies for Statistical Research, Egypt
2Department of Statistics, Faculty of Commerce, Zagazig University, Egypt
Abstract
In this article , a new class of estimator called the almost Unbiased Liu Principal Component Estimator (AULPCR) for the multiple linear regression model with autocorrelated error in the presence of multicollinearity problem will be suggested . The properties of the proposed estimator are discussed.
Keywords
Principal component; Liu estimator; Autocorrelation; Multicollinearity; Unbiasedness; Multiple Linear regression model
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