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Preliminary Test Estimator in a Linear Regression Model
Yong Li, Lipei Liu
148 - 156
10.3233/FAIA220379
Research Article
Frontiers in Artificial Intelligence and Applications
Volume 358: Fuzzy Systems and Data Mining VIII
Abstract

In this paper, we study the preliminary test method in a linear regression model. The preliminary test Liu-type estimator is introduced when it is suspected that the regression parameter may be constraint to a subspace. We also compare the preliminary test Liu-type estimator to the preliminary test estimator, preliminary test ridge estimator and preliminary test Liu estimator in the mean squared error sense.

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