Title of article :
On the Preliminary Test Generalized Liu Estimator with Series of Stochastic Restrictions
Author/Authors :
Karbalaee, Mohammad H. Department of Statistics - Ferdowsi University of Mashhad - International campus, Iran , Tabatabaey, Mohammad M Department of Statistics - Ferdowsi University of Mashhad, Mashhad, Iran , Arashi, Mohammad Department of Statistics - Shahrood University of Technology, Shahrood, Iran
Abstract :
When a series of stochastic restrictions are available, we study the perfor-
mance of the preliminary test generalized Liu estimators (PTGLEs) based on theWald,
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 < di < 1,
i = 1; : : : ; p. We support our findings by some numerical illustrations.
Keywords. Biasing matrix, Generalized Liu estimator, Multiple regression model, Pre-
liminary test estimator, Stochastic restriction.
Keywords :
Stochastic restriction , Pre- liminary test estimator , Multiple regression model , Generalized Liu estimator , Biasing matrix
