In this paper we propose shrinkage preliminarytest estimator (SPTE) of the coefficient vector in the multiplelinear regression model based on the size corrected Wald (W),likelihood ratio (LR) and Lagrangian multiplier (LM) tests.The correction factors used are those obtained from degrees...

In Bayesian approach of statistical analyses we incorporate the prior information about the parameter of the model with the observed data. This prior information is in the form of a prior distribution of the parameter. If the prior information is available as a constant value of the parameter...