Abstract
The approach of preliminary test estimation has been suggested by Ellerton and Myers (1977) as a means for controlling the size of the J-criterion of the estimator ŷ of the true response,ηIn this paper, the j-criterion associated with the response estimator employed by Ellerton and Myers is evaluated and comparisons made with the j-criteria of several procedures which fit one model all the time. The comparisons suggest that preliminary test estimation offers much advantage over “first-order” procedures when there are enough observations available to fit a second-order model.
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