Sankhya: The Indian Journal of Statistics
1994, Volume 56, Series B, Pt. 2 , pp. 173--192
SOMETIMES POOL ESTIMATOR OF REGRESSION COEFFICIENT WHEN CONDITIONAL VARIANCES ARE UNKNOWN AND UNEQUAL
A. K. SINGH and M. A. ALI, Indira Gandhi Agricultural University
H. R. SINGH, Ravi Shankar University
SUMMARY. The present paper proposes a sometimes-pool estimator of a regression coefficient in a two sample problem when the conditional variances are unknown and unequal. The expressions for bias, mean squared error of the proposed estimator along with its efficiency relative to the usual never pool estimator have been briefly derived. Some special results relating to bias and mean squared error (MSE) of the proposed estimator have been theoretically obtained for some specific values of nuisance parameter and preliminary levels of significance. The behaviours of bias, MSE and relative efficiency have been studied empirically. In the last, a criterion for recommendation of the level of significance for the preliminary test involved is given which ensures a desired level of efficiency.
AMS (1991) subject classification..
Key words and phrases. Preliminary test of significance, sometimes pool estimator, never pool estimator.
Full Paper (PDF)
This article in mathematical reviews.