Predictive Performance of Improved Estimators under Stochastic Restrictions in Linear Regression Models
by
Manoj Kumar
Department of Statistics, Panjab University, Chandigarh 160 014, India
Coauthors: Nutan Mishra, Department of Mathematics and Statistics, University of South Alabama, Mobile, Alabama 36688, USA and Rajinder Gupta, Department of Statistics, University of Jammu, Jammu-180 006, India

This paper considers the problem of simultaneous prediction of actual and average values of the study variable in a linear regression model with some stochastic linear restrictions. The performance properties of the predictors obtained by employing ordinary least squares and improved estimators are analyzed. A comparison among these predictors with respect to risk as the performance criterion is then presented.

Date received: December 13, 2007

Copyright © 2007 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cavi-12.