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Improved shrinkage testimators for the simple linear regression model

Improved shrinkage testimators for the simple linear regression model The performance of an estimator can be improved by incorporating some additional information available, besides the sample information. Our interest is to estimate the mean, slope, and response of simple linear regression model when some prior guess values are available from the past. The relative performances of the proposed estimators are investigated based on bias ratio and relative efficiency. It is observed that the proposed estimators fare better than classical estimators and existing shrinkage estimators. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png International Journal of Information and Decision Sciences Inderscience Publishers

Improved shrinkage testimators for the simple linear regression model

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Publisher
Inderscience Publishers
Copyright
Copyright © Inderscience Enterprises Ltd. All rights reserved
ISSN
1756-7017
eISSN
1756-7025
DOI
10.1504/IJIDS.2012.045129
Publisher site
See Article on Publisher Site

Abstract

The performance of an estimator can be improved by incorporating some additional information available, besides the sample information. Our interest is to estimate the mean, slope, and response of simple linear regression model when some prior guess values are available from the past. The relative performances of the proposed estimators are investigated based on bias ratio and relative efficiency. It is observed that the proposed estimators fare better than classical estimators and existing shrinkage estimators.

Journal

International Journal of Information and Decision SciencesInderscience Publishers

Published: Jan 1, 2012

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