Improved shrinkage testimators for the simple linear regression model

Z.A. Al-Hemyari and I.H. Hussain

International Journal of Information and Decision Sciences, 2012, vol. 4, issue 1, 87-103

Abstract: The performance of an estimator can be improved by incorporating some additional information available, besides the sample information. Our interest is to estimate the mean, slope, and response of simple linear regression model when some prior guess values are available from the past. The relative performances of the proposed estimators are investigated based on bias ratio and relative efficiency. It is observed that the proposed estimators fare better than classical estimators and existing shrinkage estimators.

Keywords: regression line; shrinkage; significance levels; bias; relative efficiency; linear regression modelling; estimator performance; estimators; testimators. (search for similar items in EconPapers)
Date: 2012
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