期刊
STATISTICS
卷 50, 期 6, 页码 1363-1375出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/02331888.2016.1230858
关键词
Differencing estimator; difference-based ridge estimator; partial linear model; jackknifed difference-based ridge estimator
资金
- National Natural Science Foundation of China [11501072]
- Natural Science Foundation Project of CQ CSTC [cstc2015jcyjA00001]
- Scientific and Technological Research Program of Chongqing Municipal Education Commission [KJ1501114]
Tabakan and Akdeniz [Difference-based ridge estimator of parameters in partial linear model. Statist Pap. 2010;51(2):357-368] proposed a difference-based ridge estimator (DBRE) in the partial linear model. In this paper, a new estimator is introduced by jackknifing the DBRE that Tabakan and Akdeniz presented. We investigate the performance of this new estimator over the DBRE and difference-based estimator introduced by Yatchew [An elementary estimator of the partial linear model. Econom Lett. 1997;57:135-143] in terms of mean-squared error and mean-squared error matrix and a numerical example is provided to demonstrate the performance of the estimators.
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