CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2012, 28(6) 572-582 DOI:      ISSN: 1001-4268 CN: 31-1256

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Preliminary Test Two-Parameter Estimators Based on W, LR and LM Test-Statistics in a Regression Model

Chang Xinfeng,Yang Hu

Department of Statistics, Jiangsu University, College of Mathematics and Statistics, Chongqing University

Abstract��

In this paper, we proposed the preliminary
test two-parameter estimators based on the Wald (W), the Likelihood
Ration (LR) and the Lagrangian Multiplier (LM) tests, when it is
suspected that the regression parameter may be restricted to a
subspace. The bias and the mean square error (MSE) of the proposed
estimators are derived and compared. The conditions of superiority
of the proposed estimators are obtained.

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