A new difference-based weighted mixed Liu estimator in partially linear models
Yükleniyor...
Dosyalar
Tarih
2018
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
TAYLOR & FRANCIS LTD
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In this paper, a generalized difference-based estimator is introduced for the vector parameter beta in the partially linear model when the errors are correlated. A generalized difference-based Liu estimator is defined for the vector parameter beta. Under the linear stochastic constraint r = R beta + e, a new generalized difference-based weighted mixed Liu estimator is introduced. The performance of this estimator over the generalized difference-based weighted mixed estimator and the generalized difference-based Liu estimator in terms of the mean squared error matrix criterion is investigated. Then, a method to select the biasing parameter d and non-stochastic weight. is considered. The efficiency properties of the newestimator are illustrated by a simulation study. Finally, the performance of the new estimator is evaluated for a real data set.
Açıklama
WOS: 000456971300005
Anahtar Kelimeler
Difference-Based Estimator, Generalized Liu Estimator, Generalized Difference-Based Weighted Wixed Liu Estimator, Partially Linear Model, Weighted Mixed Estimator
Kaynak
Statıstıcs
WoS Q Değeri
Q4
Scopus Q Değeri
Q4
Cilt
52
Sayı
6
