More on the Preliminary Test Stochastic Restricted Liu Estimator in Linear Regression Model

• 作者: Pushpakanthie Wijekoon Sivarajah Arumairajan
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: MULTICOLLINEARITY STOCHASTIC Restrictions Ordinary Least SQUARE ESTIMATOR Mixed ESTIMATOR PRELIMINARY Test ESTIMATOR Mean SQUARE ERROR Matrix
• 年，卷（期）: 2015,（4）
• 页码范围: 340-349
• 页数: 10页
• 分类号: O1

摘要

In this paper we compare recently developed preliminary test estimator called Preliminary Test Stochastic Restricted Liu Estimator (PTSRLE) with Ordinary Least Square Estimator (OLSE) and Mixed Estimator (ME) in the Mean Square Error Matrix (MSEM) sense for the two cases in which the stochastic restrictions are correct and not correct. Finally a numerical example and a Monte Carlo simulation study are done to illustrate the theoretical findings.