✦ LIBER ✦

Efficiency of a Liu-type estimator in semiparametric regression models

✍ Scribed by Esra Akdeniz Duran; Fikri Akdeniz; Hongchang Hu

Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 337 KB
Volume: 235
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2010.08.028

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✦ Synopsis

In this paper we consider the semiparametric regression model, y Hu [11] proposed ridge regression estimator in a semiparametric regression model. We introduce a Liu-type (combined ridge-Stein) estimator (LTE) in a semiparametric regression model. Firstly, Liu-type estimators of both β and f are attained without a restrained design matrix. Secondly, the LTE estimator of β is compared with the two-step estimator in terms of the mean square error. We describe the almost unbiased Liu-type estimator in semiparametric regression models. The almost unbiased Liu-type estimator is compared with the Liu-type estimator in terms of the mean squared error matrix. A numerical example is provided to show the performance of the estimators.

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