More on the Preliminary Test Estimator in Almost Unbiased Liu Regression

Abstract

This article is concerned with the parameter estimation in linear regression model when it is suspected that the regression coefficients are the subspace of the equality restrictions. The objective of this article is to introduce the preliminary test almost unbiased Liu estimators (PTAULE) based on the Wald (W), the likelihood ratio (LR), and the Lagrangian multiplier (LM) tests and compare the proposed estimators in the sense of the quadratic bias and mean square error (MSE) criterion.

Keywords:

• Lagrangian Multiplier
• Likelihood ratio test
• Preliminary test almost unbiased Liu estimators
• Wald test

Mathematics Subject Classification:

• 62J05
• 62J07
• 62F03

Acknowledgments

The authors wish to thank the referees and the Editor for helpful suggestions and comments which helped to improve the quality of the presentation. This work was supported by a grant from the National Natural Science Foundation of China (No. 11001286).