Title : ( On the Preliminary Test Generalized Liu Estimator with Series of Stochastic Restrictions )
Authors: - - , Mohammad Mehdi Tabatabaey Mashhadi , Mohammad Arashi ,
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Abstract
When a series of stochastic restrictions are available, we study the performance of the preliminary test generalized Liu estimators (PTGLEs) based on the Wald, likelihood ratio and Lagrangian multiplier tests. In this respect, the optimal range of the biasing parameter is obtained under the mean square error sense. For this, the minimum/maximum value of the biasing matrix components is used to give the proper optimal range, where the biasing matrix is D=diag(d1,d2,...,dp), 0< i<1, i=1,...,p. We support our findings by some numerical illustrations.
Keywords
, Biasing matrix, Generalized Liu estimator, Multiple regression model, Preliminary test estimator, Stochastic restriction.
@article{paperid:1081511,
author = { -, - and Tabatabaey Mashhadi, Mohammad Mehdi and Arashi, Mohammad},
title = {On the Preliminary Test Generalized Liu Estimator with Series of Stochastic Restrictions},
journal = {Journal of the Iranian Statistical Society},
year = {2019},
volume = {18},
number = {1},
month = {June},
issn = {1726-4057},
pages = {113--131},
numpages = {18},
keywords = {Biasing matrix; Generalized Liu estimator; Multiple regression model; Preliminary test estimator; Stochastic restriction.},
}
%0 Journal Article
%T On the Preliminary Test Generalized Liu Estimator with Series of Stochastic Restrictions
%A -, -
%A Tabatabaey Mashhadi, Mohammad Mehdi
%A Arashi, Mohammad
%J Journal of the Iranian Statistical Society
%@ 1726-4057
%D 2019
