Estimation in Semiparametric Regression Models

Yıl 2010, Cilt: 7 Sayı: 2, 1 - 10, 15.12.2010

Fikri Akdeniz

Öz

In this paper we consider the semiparametric regression model, y=Xß+ƒ+ε. We introduce a Liu-type estimator (LTE) in a semiparametric regression model. We obtained the semiparametric restricted ridge regression and Liu-type estimators for the parametric component in semiparametric regression model. We also introduced difference-based ridge regression and Liu-type estimators in semiparametric regression model. Difference-based estimator and difference-based Liu-type estimator are compared in the sense of mean-squared error criterion.

Anahtar Kelimeler

Difference-based estimator, Differencing matrix, Liu-type estimator, Ridge estimator, Multicollinearity, Semiparametric regression model

Yarı Parametrik Regresyon Modellerinde Tahmin Etme

Öz

Bu makalede y=Xß+ƒ+ε yarı parametrik regresyon modeli düşünüldü; yarı parametrik regresyon modelinde Liu-tip tahmin edici (LTE) önerildi. Ayrıca, yarı parametrik regresyon modelinde parametrik bileşen için yarı parametrik kısıtlı ridge regresyon ve Liu-tip tahmin edicileri de tanıtıldı. Farka dayalı tahmin edici ve farka dayalı Liu-tip tahmin edici hata kareleri ortalaması ölçütüne göre karşılaştırıldı.

Anahtar Kelimeler

Farka dayalı tahmin edici, Fark alma matrisi, Liu-tip tahmin edici, Ridge tahmin edici, Çoklu içilişki, Yarı parametrik regresyon modeli

Kaynakça

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