TITLE:
More on the Preliminary Test Stochastic Restricted Liu Estimator in Linear Regression Model
AUTHORS:
Sivarajah Arumairajan, Pushpakanthie Wijekoon
KEYWORDS:
Multicollinearity, Stochastic Restrictions, Ordinary Least Square Estimator, Mixed Estimator, Preliminary Test Estimator, Mean Square Error Matrix
JOURNAL NAME:
Open Journal of Statistics,
Vol.5 No.4,
June
29,
2015
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.