摘要：We suggest pretest and shrinkage ridge estimation strategies for linear regression models. We investigate the asymptotic properties of suggested estimators. Further, a Monte Carlo simulation study is conducted to assess the relative performance of the listed estimators. Also, we numerically compare their performance with Lasso, adaptive Lasso and SCAD strategies. Finally, a real data example is presented to illustrate the usefulness of the suggested methods.
关键词：Sub-model; Full Model; Pretest and Shrinkage Estimation; Multicol linearity; Asymp- ; totic and Simulation
