Title: An efficient, simulated and modified shrinkage procedure for the simple linear regression model
Authors: Zuhair A. Al-Hemyari; I.H. Hussain
Addresses: Ministry of Higher Education, P.O. Box 82, Postal Code 112, Ruwi, Muscat, Sultanate of Oman ' Department of Mathematics, Baghdad University, Al-Jadria, Baghdad, Iraq
Abstract: In this article, we have proposed two efficient and modified preliminary test shrunken estimators for the response of the simple linear regression model Y, and the regression parameter β when prior guess values of µY and β are available. The expressions for the bias, mean squared error, and relative efficiency of the proposed testimators are derived and studied. Numerical simulations for bias and relative efficiency show that the proposed testimators fare is better than the classical and existing shrinkage testimators. An application of real data is described; comparisons and conclusions are then given.
Keywords: regression line; shrinkage; model modification; numerical simulation; pretest region; bias ratio; relative efficiency; linear regression modelling.
International Journal of Data Analysis Techniques and Strategies, 2015 Vol.7 No.3, pp.253 - 283
Available online: 21 Aug 2015 *Full-text access for editors Access for subscribers Purchase this article Comment on this article