Akdeniz, FikriRoozbeh, Mahdi2020-11-042020-11-042019Akdeniz, F., & Roozbeh, M. (2019). Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models. Statistical Papers, 60(5), 1717-1739.https://hdl.handle.net/20.500.12507/1483In 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 dataseteninfo:eu-repo/semantics/openAccessDifference-based estimatorGeneralized ridge estimatorGeneralized differencebased weighted mixed almost unbiased ridge estimatorPartially linear modelWeighted mixed estimatorArticle60517171739WOS:0005049005000142-s2.0-8501416764310.1007/s00362-017-0893-9Q2Q2