Liu estimator in partly linear regression models with correlated errors
Yükleniyor...
Tarih
2017
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
TAYLOR & FRANCIS INC
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
This article is concerned with the parameter estimation in partly linear regression models when the errors are dependent. To overcome the multicollinearity problem, a generalized Liu estimator is proposed. The theoretical properties of the proposed estimator and its relationship with some existing methods designed for partly linear models are investigated. Finally, a hypothetical data is conducted to illustrate some of the theoretical results.
Açıklama
Anahtar Kelimeler
Least Squares, Liu Sstimator, Partly Linear Models, Ridge Estimator, Smoothing Parameter
Kaynak
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
WoS Q Değeri
N/A
Scopus Q Değeri
Q2
Cilt
46
Sayı
3
