Improvement of generalized difference-based mixed Liu estimator in partially linear model

ABSTRACT

In this paper, a generalized difference-based mixed Liu estimator in partially linear model is presented, when it is supposed that the regression parameter may be restricted to a subspace and compare the proposed estimators in the sense of matrix mean squared error criteria. Finally a simulation study is presented to show the performance of the estimators.

KEYWORDS:

• Liu estimator
• matrix mean-squared error
• stochastic linear restriction.

MATHEMATICS SUBJECT CLASSIFICATION:

• 62G08
• 62J05
• 62J07

Acknowledgments

The author is highly obliged to the editor and the reviewers for the comments and suggestions which improved the paper in its present form. This work was supported by the National Natural Science Foundation of China (Grant No: 11501072).

Additional information

Funding

National Natural Science Foundation of China(11501072)