Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information
Article
Article Title | Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information |
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ERA Journal ID | 857 |
Article Category | Article |
Authors | Khan, Shahjahan (Author), Hoque, Zahirul (Author) and Saleh, A. K. Md. E. (Author) |
Journal Title | Statistical Papers |
Journal Citation | 46 (3), pp. 379-395 |
Number of Pages | 18 |
Year | 2005 |
Place of Publication | Germany |
ISSN | 0932-5026 |
1613-9798 | |
Digital Object Identifier (DOI) | https://doi.org/10.1007/bf02762840 |
Web Address (URL) | https://link.springer.com/article/10.1007/bf02762840 |
Abstract | This paper considers alternative estimators of the intercept parameter of the linear regression model with normal error when uncertain non-sample prior information about the value of the slope parameter is available. The maximum likelihood, restricted, preliminary test and shrinkage estimators are considered. Based on their quadratic biases and mean square errors the relative performances of the estimators are investigated. Both analytical and graphical comparisons are explored. None of the estimators is found to be uniformly dominating the others. However, if the non-sample prior information regarding the value of the slope is not too far from its true value, the shrinkage estimator of the intercept parameter dominates the rest of the estimators. |
Keywords | regression model, uncertain non-sample prior information, maximum likelihood, restricted, preliminary test, shrinkage estimators, bias, mean square error and relative efficiency |
Contains Sensitive Content | Does not contain sensitive content |
ANZSRC Field of Research 2020 | 490299. Mathematical physics not elsewhere classified |
461303. Computational logic and formal languages | |
490199. Applied mathematics not elsewhere classified | |
Public Notes | The accessible file is the accepted version of the paper. Please refer to the URL for the published version. |
Byline Affiliations | Department of Mathematics and Computing |
Carleton University, Canada |
https://research.usq.edu.au/item/9x885/estimation-of-the-intercept-parameter-for-linear-regression-model-with-uncertain-non-sample-prior-information
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