Robust Liu-Type Estimator for SUR Model

The Liu-type estimator is one of the shrink estimators that used to remedy for a problem multicollinearityin SUR model, but it sensitive outlier. In this paper, we introduce S (SLiu-type) and MM (MMLiu-type) model. These merge with S-estimator MM-estimator which makes have high robustness at different level efficiency same time prevents bad effects multicollinearity. Moreover, get more robust features, modified by making depend on instead GLS estimator. asymptotical properties suggested were discussed fast bootstrap (FRB) obtain estimators. Furthermore, run simulation study show extent excellence relative other many factors.