A new biased estimator obtained by combining the Principal Component Regression Estimator and the special case of Liu-type estimator is proposed. The properties of the new estimator are derived and comparisons between the new estimator and other estimators in terms of mean squared error are presented.
Ng, Set Foong; Low, Heng Chin; and Quah, Soon Hoe
"A New Biased Estimator Derived from Principal Component Regression Estimator,"
Journal of Modern Applied Statistical Methods: Vol. 9
, Article 22.
Available at: http://digitalcommons.wayne.edu/jmasm/vol9/iss1/22