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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.

KEYWORDS

Multicollinearity, Stochastic Restrictions, Ordinary Least Square Estimator, Mixed Estimator, Preliminary Test Estimator, Mean Square Error Matrix

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.





Autor: Sivarajah Arumairajan1,2, Pushpakanthie Wijekoon3

Fuente: http://www.scirp.org/



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