Elliptical difference based ridge and Liu type estimators in partial linear measurement error models

Hadi Emami and Ali Aghamohammadi

Communications in Statistics - Theory and Methods, 2020, vol. 50, issue 21, 4913-4933

Abstract: In this article the difference based ridge and Liu type estimators are defined in partial linear models when the covariates are measured with additive errors. It is assumed that the additive error distributed according to the law belonging to the class of elliptically contoured distributions. The development of the corrected score function with the family of elliptical distributions is the basis for derivation of the estimators. The asymptotic normality of the estimates are established. Also, the conditions for the superiority of the proposed estimator over its counterpart, for selecting the biasing parameters are obtained. A simulation study is also performed.

Date: 2020
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DOI: 10.1080/03610926.2018.1472793

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