Estimation of the slope parameter in a linear regression model under a bounded loss function
Article
Article Title | Estimation of the slope parameter in a linear regression model under a bounded loss function |
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ERA Journal ID | 791 |
Article Category | Article |
Authors | Mahdizadeh, Z., Qomi, M. Naghizadeh and Khan, Shahjahan |
Journal Title | Communications in Statistics: Theory and Methods |
Journal Citation | 52 (16), pp. 5799-5813 |
Number of Pages | 15 |
Year | 2023 |
Publisher | Taylor & Francis |
Place of Publication | United States |
ISSN | 0361-0926 |
1532-415X | |
Digital Object Identifier (DOI) | https://doi.org/10.1080/03610926.2021.2020292 |
Web Address (URL) | https://www.tandfonline.com/doi/full/10.1080/03610926.2021.2020292 |
Abstract | The estimation of the slope parameter of a simple linear regression model in the presence of nonsample prior information under the reflected normal loss function is considered. Usually, the traditional estimation methods such as the least squared (LS) error are used to estimate the slope parameter. Sometimes the researcher has information about the unknown slope parameter from experience as a point guess, the nonsample prior information. In this paper, the shrinkage pretest estimators are introduced and their risk functions are derived under the reflected normal loss function. Several methods of finding distrust coefficient of the shrinkage pretest estimators are proposed. The behavior of the estimators are compared using a simulation study. The results show that the shrinkage pretest estimator outperforms the LS estimator when nonsample prior information is close to the real value. A real data set is analyzed for illustrating the results. |
Keywords | Linear regression; nonsample prior information; reflected normal loss function; shrinkage pretest estimator |
Public Notes | File reproduced in accordance with the copyright policy of the publisher/author. |
Byline Affiliations | University of Mazandaran, Iran |
School of Mathematics, Physics and Computing |
https://research.usq.edu.au/item/w8q4w/estimation-of-the-slope-parameter-in-a-linear-regression-model-under-a-bounded-loss-function
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