The Research on Biased Estimators Based on Mean Square Error Matrix Criteria

Regression models with multicollinearity can be tackled by using various estimators such as class estimators, principal components regression, Liu-type estimators. In this study, we defined conditions where the class estimator is superior over the biased estimators in terms of mean square error matrix (MSEM) criterion. Finally, we showed theoretical results by means of a numerical example and a simulation study