Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
Yükleniyor...
Tarih
2019
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In this paper, a generalized difference-based estimator is introduced for the
vector parameter β in partially linear model when the errors are correlated. A generalized difference-based almost unbiased ridge estimator is defined for the vector
parameter β. Under the linear stochastic constraint r = Rβ + e, a new generalized
difference-based weighted mixed almost unbiased ridge estimator is proposed. The
performance of this estimator over the generalized difference-based weighted mixed
estimator, the generalized difference-based estimator, and the generalized differencebased almost unbiased ridge estimator in terms of the mean square error matrix
criterion is investigated. Then, a method to select the biasing parameter k and nonstochastic weight ω is considered. 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
Anahtar Kelimeler
Difference-based estimator, Generalized ridge estimator, Generalized difference, based weighted mixed almost unbiased ridge estimator, Partially linear model, Weighted mixed estimator
Kaynak
Statistical Papers
WoS Q Değeri
Q2
Scopus Q Değeri
Q2
Cilt
60
Sayı
5
Künye
Akdeniz, F., & Roozbeh, M. (2019). Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models. Statistical Papers, 60(5), 1717-1739.
