New difference-based estimator of parameters in semiparametric regression models

The paper introduces a new difference-based Liu estimator β?_Ldiff=([Xtilde]′[Xtilde]+I)^?1([Xtilde]′[ytilde]+η β?_diff) of the regression parameters β in the semiparametric regression model, y=Xβ+f+?. Difference-based estimator, β?_diff=([Xtilde]′[Xtilde])^?1[Xtilde]′[ytilde] and difference-based Liu estimator are analysed and compared with respect to mean-squared error (mse) criterion. Finally, the performance of the new estimator is evaluated for a real data set. Monte Carlo simulation is given to show the improvement in the scalar mse of the estimator.