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Efficiency of the generalized difference-based liu estimators in semiparametric regression models with correlated errors
(TAYLOR & FRANCIS LTD, 2015) Akdeniz, Fikri; Duran, Esra Akdeniz; Roozbeh, Mahdi; Arashi, Mohammad
In this paper, a generalized difference-based estimator is introduced for the vector parameter beta in the semiparametric regression model when the errors are correlated. A generalized difference-based Liu estimator is defined for the vector parameter beta in the semiparametric regression model. Under the linear nonstochastic constraint R beta=r, the generalized restricted difference-based Liu estimator is given. The risk function for the beta(GRD)(eta) associated with weighted balanced loss function is presented. The performance of the proposed estimators is evaluated by a simulated data set.