LIU-TYPE ESTIMATION FOR THE LINEAR MODEL WITH LINEAR RESTRICTIONS
带线性约束的回归模型参数的Liu估计方法

For the multicollinearity in restricted linear regression, there are some problems still left open in current popular ordinary restricted least square estimation. By introducing stochastic linear restrictions, a restricted Liu-type estimation is proposed, which generalizes the ordinary restricted least square estimation and restricted ridge estimation. Then the selection method of the scalars $k$ and $d$ is disscussed and is generalized to the estimation of restricted linear model and canonical form.