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Preliminary test Liu-type estimators based on W,LR, and LM test statistics in a regression model
Authors:Jibo Wu
Affiliation:School of Mathematics and Finance, Chongqing University of Arts and Sciences, Chongqing, China
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.
Keywords:Liu-type estimator  Mean squared error  Preliminary test Liu-type estimator
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