Liu estimator in partly linear regression models with correlated errors


Tabakan G. , Ozkale M. R.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.46, ss.1958-1973, 2017 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 46 Konu: 3
  • Basım Tarihi: 2017
  • Doi Numarası: 10.1080/03610918.2015.1026988
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Sayfa Sayıları: ss.1958-1973

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.