Preliminary test stochastic restricted liu estimator based on wald, likelihood ratio and langrangian multiplier tests in the linear regression model

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dc.contributor.authorArumairajan, S.
dc.contributor.authorWijekoon, P.
dc.date.accessioned2024-09-30T09:55:58Z
dc.date.available2024-09-30T09:55:58Z
dc.date.issued2013-07-04
dc.description.abstractRidge type estimators are used to estimate regression parameters in a multiple linear regression model when multicolinearity exists among predictor variables. When different estimators are available, reliminary test estimation procedure is adopted to select a suitable estimator. In this research two ridge estimators, the Stochastic Restricted Liu Estimator and Liu Estimator are combined to define a new preliminary test estimator, namely the Preliminary Test Stochastic Restricted Liu Estimator (PTSRLE). The stochastic properties of PTSRLE are derived, and the performance PTSRLE is compared using Wald (WA), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests as a function of the shrinkage parameter d with respect to the Scalar Mean Square Error. Based on this comparison, it was revealed that when d is small PTSRLE based on WA test has the smallest Scalar Mean Square Error followed by the estimators based on LR and LM tests, and if d is large enough and near one, the situation is reversed.
dc.identifier.citationPeradeniya University Research Sessions PURSE - 2012, Book of Abstracts, University of Peradeniya, Sri Lanka, Vol. 17, July. 4. 2012 pp.157
dc.identifier.isbn9789555891646
dc.identifier.issn13914111
dc.identifier.urihttps://ir.lib.pdn.ac.lk/handle/20.500.14444/1299
dc.language.isoen
dc.publisherThe University of Peradeniya
dc.subjectLinear regression model
dc.subjectLangrangian multiplier
dc.subjectStochastic restricted liu estimator
dc.titlePreliminary test stochastic restricted liu estimator based on wald, likelihood ratio and langrangian multiplier tests in the linear regression model
dc.typeArticle
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