“…Also, z i is generated from uniform distribution U (0, 1). We consider the number of predictors k = p + q = 9, 12, 15 with (p, q) = (6, 3), (6,6), (8,7). We select the level of significance α = 0.05, 0.50, 0.10 for the pretest and shrinkage pretest methods and the level of confidence in the prior information for the LS and SP estimators is set to λ = 0.25, 0.50, 0.75.…”