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 | |
Web Address (URL) | http://www.springerlink.com/content/a51012051p6m0085/fulltext.pdf |
Abstract | [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 |
Keywords | regression model, uncertain non-sample prior information, maximum likelihood, restricted, preliminary test, shrinkage estimators, bias, mean square error and relative efficiency |
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 | File reproduced in accordance with the copyright policy of the publisher/author. |
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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