Research Article
Modified One-Parameter Liu Estimator for the Linear Regression Model
| | | 0.7 | 0.8 | 0.9 | 0.99 | | OLS | Ridge | Liu | MLiu | OLS | Ridge | Liu | MLiu | OLS | Ridge | Liu | MLiu | OLS | Ridge | Liu | MLiu |
| 1 | 0.1 | 0.1124 | 0.1121 | 0.1105 | 0.1103 | 0.1492 | 0.1478 | 0.1396 | 0.1380 | 0.2867 | 0.2781 | 0.2304 | 0.2209 | 3.0721 | 2.1409 | 0.6883 | 0.4808 | 0.2 | 0.1124 | 0.1118 | 0.1107 | 0.1102 | 0.1492 | 0.1465 | 0.1404 | 0.1372 | 0.2867 | 0.2702 | 0.2356 | 0.2165 | 3.0721 | 1.6206 | 0.8360 | 0.4210 | 0.3 | 0.1124 | 0.1116 | 0.1108 | 0.1101 | 0.1492 | 0.1453 | 0.1414 | 0.1365 | 0.2867 | 0.2629 | 0.2410 | 0.2124 | 3.0721 | 1.2979 | 1.0130 | 0.3905 | 0.4 | 0.1124 | 0.1114 | 0.1110 | 0.1100 | 0.1492 | 0.1442 | 0.1423 | 0.1358 | 0.2867 | 0.2562 | 0.2468 | 0.2086 | 3.0721 | 1.0825 | 1.2192 | 0.3893 | 0.5 | 0.1124 | 0.1112 | 0.1112 | 0.1100 | 0.1492 | 0.1432 | 0.1434 | 0.1352 | 0.2867 | 0.2501 | 0.2527 | 0.2050 | 3.0721 | 0.9305 | 1.4548 | 0.4174 | 0.6 | 0.1124 | 0.111 | 0.1114 | 0.1100 | 0.1492 | 0.1422 | 0.1444 | 0.1346 | 0.2867 | 0.2444 | 0.2590 | 0.2017 | 3.0721 | 0.8186 | 1.7197 | 0.4748 | 0.7 | 0.1124 | 0.1108 | 0.1116 | 0.1099 | 0.1492 | 0.1412 | 0.1455 | 0.1341 | 0.2867 | 0.2391 | 0.2655 | 0.1987 | 3.0721 | 0.7333 | 2.0138 | 0.5615 | 0.8 | 0.1124 | 0.1106 | 0.1119 | 0.1099 | 0.1492 | 0.1403 | 0.1467 | 0.1336 | 0.2867 | 0.2342 | 0.2723 | 0.1959 | 3.0721 | 0.6667 | 2.3373 | 0.6775 | 0.9 | 0.1124 | 0.1105 | 0.1121 | 0.1099 | 0.1492 | 0.1395 | 0.1479 | 0.1332 | 0.2867 | 0.2297 | 0.2793 | 0.1934 | 3.0721 | 0.6134 | 2.6900 | 0.8228 | 1.0 | 0.1124 | 0.1104 | 0.1124 | 0.1099 | 0.1492 | 0.1387 | 0.1492 | 0.1328 | 0.2867 | 0.2255 | 0.2867 | 0.1912 | 3.0721 | 0.5699 | 3.0721 | 0.9973 |
| 5 | 0.1 | 2.0631 | 2.0452 | 1.9126 | 1.8802 | 3.2440 | 3.1954 | 2.8523 | 2.7697 | 6.9576 | 6.7191 | 5.2564 | 4.9172 | 76.772 | 53.314 | 14.747 | 8.2979 | 0.2 | 2.0631 | 2.0276 | 1.9289 | 1.8642 | 3.2440 | 3.1480 | 2.8942 | 2.7290 | 6.9576 | 6.4945 | 5.4313 | 4.7529 | 76.772 | 39.906 | 18.971 | 6.0738 | 0.3 | 2.0631 | 2.0102 | 1.9454 | 1.8483 | 3.2440 | 3.1019 | 2.9365 | 2.6887 | 6.9576 | 6.2827 | 5.6097 | 4.5921 | 76.772 | 31.412 | 23.862 | 4.5166 | 0.4 | 2.0631 | 1.9932 | 1.9619 | 1.8325 | 3.2440 | 3.0570 | 2.9793 | 2.6487 | 6.9576 | 6.0826 | 5.7917 | 4.4349 | 76.772 | 25.626 | 29.420 | 3.6261 | 0.5 | 2.0631 | 1.9764 | 1.9785 | 1.8167 | 3.2440 | 3.0133 | 3.0224 | 2.6092 | 6.9576 | 5.8934 | 5.9772 | 4.2811 | 76.772 | 21.466 | 35.645 | 3.4025 | 0.6 | 2.0631 | 1.9599 | 1.9952 | 1.8011 | 3.2440 | 2.9707 | 3.0659 | 2.5701 | 6.9576 | 5.7143 | 6.1662 | 4.1310 | 76.772 | 18.350 | 42.537 | 3.8457 | 0.7 | 2.0631 | 1.9436 | 2.0121 | 1.7856 | 3.2440 | 2.9291 | 3.1098 | 2.5314 | 6.9576 | 5.5445 | 6.3587 | 3.9843 | 76.772 | 15.939 | 50.096 | 4.9557 | 0.8 | 2.0631 | 1.9276 | 2.029 | 1.7702 | 3.2440 | 2.8887 | 3.1542 | 2.4931 | 6.9576 | 5.3834 | 6.5548 | 3.8412 | 76.772 | 14.024 | 58.321 | 6.7325 | 0.9 | 2.0631 | 1.9119 | 2.0460 | 1.7548 | 3.2440 | 2.8492 | 3.1989 | 2.4553 | 6.9576 | 5.2305 | 6.7544 | 3.7016 | 76.772 | 12.471 | 67.213 | 9.1762 | 1.0 | 2.0631 | 1.8964 | 2.0631 | 1.7396 | 3.2440 | 2.8108 | 3.2440 | 2.4178 | 6.9576 | 5.0850 | 6.9576 | 3.5656 | 76.772 | 11.189 | 76.772 | 12.287 |
| 10 | 0.1 | 8.1632 | 8.0901 | 7.5481 | 7.4154 | 12.920 | 12.723 | 11.334 | 10.999 | 27.809 | 26.853 | 20.970 | 19.601 | 307.09 | 213.26 | 58.717 | 32.755 | 0.2 | 8.1632 | 8.0182 | 7.615 | 7.3496 | 12.920 | 12.532 | 11.505 | 10.833 | 27.809 | 25.951 | 21.675 | 18.937 | 307.09 | 159.58 | 75.684 | 23.760 | 0.3 | 8.1632 | 7.9474 | 7.6822 | 7.2842 | 12.920 | 12.346 | 11.676 | 10.669 | 27.809 | 25.100 | 22.394 | 18.287 | 307.09 | 125.56 | 95.308 | 17.423 | 0.4 | 8.1632 | 7.8777 | 7.7498 | 7.2191 | 12.920 | 12.164 | 11.849 | 10.507 | 27.809 | 24.296 | 23.126 | 17.650 | 307.09 | 102.37 | 117.59 | 13.743 | 0.5 | 8.1632 | 7.8091 | 7.8178 | 7.1544 | 12.920 | 11.987 | 12.024 | 10.346 | 27.809 | 23.535 | 23.872 | 17.028 | 307.09 | 85.681 | 142.53 | 12.721 | 0.6 | 8.1632 | 7.7415 | 7.8862 | 7.0901 | 12.920 | 11.814 | 12.200 | 10.186 | 27.809 | 22.815 | 24.632 | 16.419 | 307.09 | 73.175 | 170.13 | 14.356 | 0.7 | 8.1632 | 7.675 | 7.9549 | 7.0261 | 12.920 | 11.646 | 12.378 | 10.028 | 27.809 | 22.131 | 25.406 | 15.823 | 307.09 | 63.493 | 200.38 | 18.648 | 0.8 | 8.1632 | 7.6096 | 8.0240 | 6.9625 | 12.920 | 11.4821 | 12.557 | 9.8717 | 27.809 | 21.482 | 26.193 | 15.242 | 307.09 | 55.802 | 233.29 | 25.598 | 0.9 | 8.1632 | 7.5451 | 8.0934 | 6.8992 | 12.920 | 11.322 | 12.738 | 9.7168 | 27.809 | 20.865 | 26.994 | 14.674 | 307.09 | 49.561 | 268.86 | 35.206 | 1.0 | 8.1632 | 7.4816 | 8.1632 | 6.8364 | 12.920 | 11.166 | 12.920 | 9.5634 | 27.809 | 20.279 | 27.809 | 14.120 | 307.09 | 44.407 | 307.09 | 47.470 |
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