More on the Preliminary Test Estimator in Almost Unbiased Liu Regression |
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Authors: | Yalian Li Hu Yang Jianwen Xu |
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Institution: | 1. College of Mathematics and Statistics , Chongqing University , Chongqing , China yaliancqu@gmail.com;3. College of Mathematics and Physics , Chongqing University , Chongqing , China |
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Abstract: | This article is concerned with the parameter estimation in linear regression model when it is suspected that the regression coefficients are the subspace of the equality restrictions. The objective of this article is to introduce the preliminary test almost unbiased Liu estimators (PTAULE) based on the Wald (W), the likelihood ratio (LR), and the Lagrangian multiplier (LM) tests and compare the proposed estimators in the sense of the quadratic bias and mean square error (MSE) criterion. |
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Keywords: | Lagrangian Multiplier Likelihood ratio test Preliminary test almost unbiased Liu estimators Wald test |
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