A new difference-based weighted mixed Liu estimator in partially linear models


AKDENİZ E. , Akdeniz F., Roozbeh M.

STATISTICS, vol.52, no.6, pp.1309-1327, 2018 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 52 Issue: 6
  • Publication Date: 2018
  • Doi Number: 10.1080/02331888.2018.1511715
  • Title of Journal : STATISTICS
  • Page Numbers: pp.1309-1327

Abstract

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.