New difference-based estimator of parameters in semiparametric regression models

作者：Duran Esra Akdeniz; Akdeniz Fikri^*

来源：Journal of Statistical Computation and Simulation, 2013, 83(5): 808-822.

DOI：10.1080/00949655.2011.638633

• difference-based estimator
• differencing estimator
• differencing matrix
• Liu estimator
• multicollinearity
• semiparametric regression model
• Primary: 62G08
• Secondary:62J07

The paper introduces a new difference-based Liu estimator (Ldiff)=([Xtilde][Xtilde]+I)(1)([Xtilde][ytilde]+ (diff)) of the regression parameters in the semiparametric regression model, y=X+f+E. Difference-based estimator, (diff)=([Xtilde][Xtilde])(1)[Xtilde][ytilde] and difference-based Liu estimator are analysed and compared with respect to mean-squared error (mse) criterion. Finally, the performance of the new estimator is evaluated for a real data set. Monte Carlo simulation is given to show the improvement in the scalar mse of the estimator.

• 出版日期2013-5-1