Liu estimator in partly linear regression models with correlated errors

---

Atıf İçin Kopyala

Tabakan G., Ozkale M. R.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.46, sa.3, ss.1958-1973, 2017 (SCI-Expanded)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 46 Sayı: 3
• Basım Tarihi: 2017
• Doi Numarası: 10.1080/03610918.2015.1026988
• Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
• Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Sayfa Sayıları: ss.1958-1973
• Çukurova Üniversitesi Adresli: Evet

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.