The preliminary test ridge regression estimators (P T R R E) based on the Wald (W), Likelihood Ratio (L R) and Lagrangian Multiplier (L M) tests for estimating the regression parameters has been considered in this paper. Here we consider the multiple regression model with student t error...

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...