摘要：In this paper we compare recently developed preliminary test estimator called Preliminary Test Stochastic Restricted Liu Estimator (PTSRLE) with Ordinary Least Square Estimator (OLSE) and Mixed Estimator (ME) in the Mean Square Error Matrix (MSEM) sense for the two cases in which the stochastic restrictions are correct and not correct. Finally a numerical example and a Monte Carlo simulation study are done to illustrate the theoretical findings.
关键词：Multicollinearity; Stochastic Restrictions; Ordinary Least Square Estimator; Mixed Estimator; Preliminary Test Estimator; Mean Square Error Matrix
