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

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DOI: 10.4236/ojs.2015.54035    1,816 Downloads   2,261 Views   Citations

ABSTRACT

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.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Arumairajan, S. and Wijekoon, P. (2015) More on the Preliminary Test Stochastic Restricted Liu Estimator in Linear Regression Model. Open Journal of Statistics, 5, 340-349. doi: 10.4236/ojs.2015.54035.

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