Project Fact File

Title: Estimation of Parameters of Regression Model Under Uncertain Prior Information
Category: statistics
Area: Statistical Inference
No. of units: 1 or 2 or 4
Supervisor: Shahjahan Khan (Staff Profile)
Description:

The estimation of the slope and the intercept parameters of linear regression model under the constraint of suspected equality of the slopes of two simple regression models is handled. The suspected equality slopes is presented by a null hypothesis and is tested by using an appropriate test statistic. Different estimators of the slope and intercept are defined. Some important statistical properties of the unrestricted, restricted and preliminary test estimators are investigated. Conclusions about the performances of different estimators under various conditions are discussed to explore the optimal choice. Another constraint in terms of the coefficient of distrust on the null hypothesis is introduced in the estimation process, especially for the definition of shrinkage restricted and shrinkage preliminary test estimators. Estimators are compared under various conditions for different values of the coefficient of distrust. Applications in the medical, biological and agricultural sciences are considered.

Student: NULL