A jackknifed difference-based ridge estimator in the partial linear model with correlated errors |
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| Authors: | Jibo Wu |
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| Institution: | 1. Key Laboratory of Group &2. Graph Theories and Applications, Chongqing 402160, People's Republic of China;3. School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing 402160, People's Republic of China |
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| Abstract: | 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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| Keywords: | Differencing estimator difference-based ridge estimator partial linear model jackknifed difference-based ridge estimator |
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