Kibria, B. M. Golam; Saleh, A.K. Md. E. - Départment des sciences administratives, Université … - 2002
This paper combines the idea of preliminary test and ridge regression methodology, when it is suspected that the regression coefficients may be restricted to a subspace. The preliminary test ridge regression estimators (PTRRE) based on the Wald (W), Likelihood Ratio (LR) and Lagrangian...