Liu estimator in partly linear regression models with correlated errors |
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Authors: | Gülin Tabakan M Revan Özkale |
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Institution: | 1. Department of Mathematics, Aksaray University, Aksaray, Turkeygtabakan@aksaray.edu.tr;3. Department of Statistics, ?ukurova University, Adana, Turkey |
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Abstract: | This article is concerned with the parameter estimation in partly linear regression models when the errors are dependent. To overcome the multicollinearity problem, a generalized Liu estimator is proposed. The theoretical properties of the proposed estimator and its relationship with some existing methods designed for partly linear models are investigated. Finally, a hypothetical data is conducted to illustrate some of the theoretical results. |
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Keywords: | Least squares Liu estimator Partly linear models Ridge estimator Smoothing parameter |
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