Estimation Model of Intercept in Use a Preliminary Test in Linear Regression
Keywords:
standard linear regression, constant term, initial test value, least squares method.Abstract
Simple or multiple linear regression models contain three elements, each of which is variables, constants, and residuals. Among the common and commonly used constants in this model is the constant term or the intercept parameter, which is symbolized by the symbol . Due to the importance of the intercept parameter, we study and identify this parameter by using the preliminary test estimator to estimate the intercept parameter based on the Bayesian estimate, and showing the amount of bias (Bias) and the mean square error (MSE) of the estimator of the initial test of the intercept parameter. Then compare it with the least squares (OLS) method to demonstrate the efficiency of estimating the initial test. The MATLAB program will be added to solve the equations.
