Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model

Jibo Wu

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 13, 4622-4635

Abstract: Tabakan and Akdeniz introduced a difference-based ridge estimator in partially linear model. In this article a generalized difference-based weighted mixed ridge estimator in partially linear model is presented by combining the ideas underlying the generalized difference-based weighted mixed estimator and the generalized difference-based ridge estimator, when stochastic linear restrictions are assumed to hold. We also discussed the properties of the new estimator and compared the new estimator to the difference-based ridge estimator and difference-based weighted mixed estimator in the mean squared error matrix. A method to select the biasing parameters is also discussed. Finally, a numerical example and a simulation study are given to show the performances of the estimators.

Date: 2023
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DOI: 10.1080/03610926.2021.1998533

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