New difference-based estimator of parameters in semiparametric regression models


Duran E. A. , Akdeniz F.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.83, ss.808-822, 2013 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 83 Konu: 5
  • Basım Tarihi: 2013
  • Doi Numarası: 10.1080/00949655.2011.638633
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Sayfa Sayıları: ss.808-822

Özet

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.