Liu-type estimator in semiparametric regression models

Restricted difference-based Liu estimator in partially linear model

“…Then we can use the differencing matrix to model (2), and this leads to direct estimation of the parametric effect. In particular, take…”

“…If X ′ X is ill-conditioned with a large condition number a Liu regression estimator can be used to estimate β (see e.g. [1][2][3][4][5][6][7]). In this paper, we will examine a biased estimation techniques to be followed when the matrix X ′ X appears to be ill-conditioned in the partial linear model.…”

Singular Ridge Regression With Stochastic Constraints

“…The ridge regression approach has been studied by Hoerl and Kennard (1970), McDonald and Galarneau (1975), Gibbons (1981), Saleh and Kibria (1993), Liu (1993Liu ( , 2003, Akdeniz and Kaciranlar (1995), Kaciranlar et al (1999Kaciranlar et al ( , 2011, Akdeniz and Erol (2003), Downloaded by [University of Otago] at 19:32 29 July 2015 Kibria (2003), Kibria and Saleh (2004), Zhong and Yang (2007), Xu (2009), Yang et al (2009), Akdeniz and Akdeniz Duran (2010), Mansson et al (2010), Li and Yang (2011), and Akdeniz Duran and Akdeniz (2012) to mention a few.…”

Efficiency of the modified jackknifed Liu-type estimator

“…Yang and Xu (2009) introduced and improved stochastic restricted Liu estimator for the vector of parameters in a linear regression model, when additional stochastic linear restrictions on the parameter vector are assumed to hold. Akdeniz and Akdeniz Duran (2009) introduced a Liu-type estimator for the vector of parameters β in a semiparametric regression model, y = Xβ + f + ε, where f is an unknown nonparametric smooth function.…”