Abstract
Abstract In this paper, we consider pre-test double k-class (PTKK) estimators for coefficients in a linear regression model. The exact formulas of predictive mean-squared error (PMSE) of PTKK estimators are derived, and sufficient conditions for the PTKK estimator to dominate the double k-class estimator are shown. Some examples are given, and the PMSE performances of the positive-part Stein-rule estimator, the adjusted minimum mean squared error estimator, and the PTKK estimator with an ad hoc parameter value are compared by numerical evaluations.
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