Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model

Fikri Akdeniz and Mahdi Roozbeh

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 24, 12259-12280

Abstract: In this paper, a generalized difference-based estimator is introduced for the vector parameter β in partially linear model when the errors are correlated. A generalized-difference-based almost unbiased two-parameter estimator is defined for the vector parameter β. Under the linear stochastic constraint r = Rβ + e, we introduce a new generalized-difference-based weighted mixed almost unbiased two-parameter estimator. The performance of this new estimator over the generalized-difference-based estimator and generalized- difference-based almost unbiased two-parameter estimator in terms of the MSEM criterion is investigated. The efficiency properties of the new estimator is illustrated by a simulation study. Finally, the performance of the new estimator is evaluated for a real dataset.

Date: 2017
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DOI: 10.1080/03610926.2017.1295075

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