Journal
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 46, Issue 24, Pages 12259-12280Publisher
TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2017.1295075
Keywords
Difference-based estimator; Generalized-difference-based almost unbiased ridge estimator; Generalized-difference-based weighted mixed almost unbiased two-parameter ridge estimator; Partially linear model; Weighted mixed estimator
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Funding
- Research Councils of Semnan University, Iran
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In this paper, a generalized difference-based estimator is introduced for the vector parameter in partially linear model when the errors are correlated. A generalized-difference-based almost unbiased two-parameter estimator is defined for the vector parameter . Under the linear stochastic constraint r = R + e, we introduce a new generalized-difference-based weighted mixed almost unbiased two-parameter estimator. The performance of this new estimator over the generalized-difference-based estimator and generalized- difference-based almost unbiased two-parameter estimator in terms of the MSEM criterion is investigated. The efficiency properties of the new estimator is illustrated by a simulation study. Finally, the performance of the new estimator is evaluated for a real dataset.
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