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A note on relative efficiency of estimators based on preliminary tests in linear regression models

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Trabajos de Estadistica y de Investigacion Operativa

Summary

An estimator of intercepts in two linear regression models based on preliminary test of significance has been found. This estimator is called ‘sometimes pool’ (S. P.) estimator. A detailed study of the s. p. estimator has been done by calculating a number of values of maximum and minimum relative efficiencies for a wide range of parameters.

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References

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Authors and Affiliations

  1. School of Studies in Mathematics and Statistics, Ujjain, India

    K. P. Saxena

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  1. K. P. Saxena
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Saxena, K.P. A note on relative efficiency of estimators based on preliminary tests in linear regression models. Trabajos de Estadistica y de Investigacion Operativa 28, 109–117 (1977). https://doi.org/10.1007/BF02898053

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  • DOI: https://doi.org/10.1007/BF02898053

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