Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information
Article
Article Title | Shrinkage estimation of the slope parameters of two parallel regression lines under uncertain prior information |
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ERA Journal ID | 32415 |
Article Category | Article |
Authors | |
Author | Khan, Shahjahan |
Journal Title | Model Assisted Statistics and Applications: an international journal |
Journal Citation | 1 (3), pp. 193-205 |
Number of Pages | 13 |
Year | 2006 |
Place of Publication | Amsterdam, Netherlands |
ISSN | 1574-1699 |
1875-9068 | |
Web Address (URL) | http://www.iospress.nl/loadtop/load.php?isbn=15741699 |
Abstract | The estimation of the slope parameter of two linear regression models with normal errors are considered, when it is suspected that the two lines are parallel. The uncertain prior information about the equality of slopes is presented by a null hypothesis and a coefficient of distrust on the null hypothesis is introduced. The unrestricted estimator (UE) based on the sample responses and shrinkage restricted estimator (SRE) as well as shrinkage preliminary test estimator (SPTE) based on the sample responses and prior information are defined. The |
Keywords | non-sample uncertain prior information; coefficient of distrust; maximum likelihood; shrinkage restricted and preliminary test estimators; analytical and graphical analysis; health study; bias and quadratic risk |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
490501. Applied statistics | |
Public Notes | File reproduced in accordance with the copyright policy of the publisher/author. |
Byline Affiliations | Department of Mathematics and Computing |
https://research.usq.edu.au/item/9xz10/shrinkage-estimation-of-the-slope-parameters-of-two-parallel-regression-lines-under-uncertain-prior-information
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