Preliminary test Liu-type estimators based on W,LR, and LM test statistics in a regression model |
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Authors: | Jibo Wu |
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Affiliation: | School of Mathematics and Finance, Chongqing University of Arts and Sciences, Chongqing, China |
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Abstract: | This article discusses the preliminary test approach for the regression parameter in multiple regression model. The preliminary test Liu-type estimators based on the Wald (W), Likelihood ratio (LR), and Lagrangian multiplier(LM) tests are presented, when it is supposed that the regression parameter may be restricted to a subspace. We also give the bias and mean squared error of the proposed estimators and the superior of the proposed estimators is also discussed. |
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Keywords: | Liu-type estimator Mean squared error Preliminary test Liu-type estimator |
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