New difference-based estimator of parameters in semiparametric regression models

DOI10.1080/00949655.2011.638633zbMath1431.62154OpenAlexW1976608845MaRDI QIDQ2862379

Fikri Akdeniz, Esra Akdeniz Duran

Publication date: 15 November 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.638633

zbMATH Keywords

multicollinearitydifference-based estimatorLiu estimatorsemiparametric regression modeldifferencing estimatordifferencing matrix

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Optimal difference-based estimation for partially linear models ⋮ A new difference-based weighted mixed Liu estimator in partially linear models ⋮ Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models ⋮ Error variance estimation for the partially linear model ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions ⋮ New restricted Liu estimator in a partially linear model ⋮ Principal components regression estimator of the parameters in partially linear models

Uses Software

• Stata

Cites Work

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• Improvement of the Liu estimator in linear regression model
• An elementary estimator of the partial linear model
• Variance estimation in nonparametric regression via the difference sequence method
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• On the Restricted Liu Estimator in the Gauss–Markov Model
• Detecting Dependencies in Smooth Regression Models
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Semiparametric Regression
• Semiparametric Regression for the Applied Econometrician
• Second Order Approximation in the Partially Linear Regression Model
• The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth

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