Linear Liu regression coefficient's estimation and testing with different Liu related measures such as MSE, R-squared etc. REFERENCES i. Akdeniz and Kaciranlar (1995) \doi{10.1080/03610929508831585} ii. Druilhet and Mom (2008) \doi{10.1016/j.jmva.2006.06.011} iii. Imdadullah, Aslam, and Saima (2017) iv. Liu (1993) \doi{10.1080/03610929308831027} v. Liu (2001) \doi{10.1016/j.jspi.2010.05.030}.