Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
Yükleniyor...
Dosyalar
Tarih
2017
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
TAYLOR & FRANCIS INC
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In this paper, a generalized difference-based estimator is introduced for the vector parameter in partially linear model when the errors are correlated. A generalized-difference-based almost unbiased two-parameter estimator is defined for the vector parameter . Under the linear stochastic constraint r = R + e, we introduce a new generalized-difference-based weighted mixed almost unbiased two-parameter estimator. The performance of this new estimator over the generalized-difference-based estimator and generalized- difference-based almost unbiased two-parameter estimator in terms of the MSEM criterion is investigated. The efficiency properties of the new estimator is illustrated by a simulation study. Finally, the performance of the new estimator is evaluated for a real dataset.
Açıklama
WOS: 000415803800020
Anahtar Kelimeler
Difference-Based Estimator, Generalized-difference-based almost unbiased ridge estimator, Generalized-difference-based weighted mixed almost unbiased two-parameter ridge estimator, Partially lLnear Model, Weighted Mixed Estimator
Kaynak
Communıcatıons ın Statıstıcs-Theory and Methods
WoS Q Değeri
Q4
Scopus Q Değeri
Q2
Cilt
46
Sayı
24
