Liu-type estimator in semiparametric regression models

Abstract

In this paper, we introduced a Liu-type estimator for the vector of parameters β in a semiparametric regression model. We also obtained the semiparametric restricted Liu-type estimator for the parametric component in a semiparametric regression model. The ideas in the paper are illustrated in a real data example and in a Monte Carlo simulation study.

Keywords:

• Lagrange function
• Liu-type estimator
• restricted estimation
• semiparametric regression model
• smoother matrix

AMS Subject Classification :

• Primary: 62G08
• Secondary: 62J05
• 62J07

Acknowledgements

We thank the referee, the associate editor and the editor for their many valuable comments that greatly improved the article. This project was supported by the Çukurova University, Grant FEF2007BAP2.