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