Liu-type estimator in semiparametric regression models

References

• Engle , R. F. , Granger , C. W.J. , Rice , J. and Weiss , A. 1986 . Semiparametric estimates of the relation between weather and electricity sales . J. Amer. Statist. Assoc. , 81 : 310 – 320 .
   Web of Science ®Google Scholar
• Green , P. J. and Silverman , B. W. 1994 . Nonparametric Regression and Generalized Linear Models , New York : Chapman and Hall .
   Google Scholar
• Eubank , R. L. 1999 . Nonparametric Regression and Spline Smoothing , New York : Marcel Dekker .
   Google Scholar
• Härdle , W. , Liang , H. and Gao , J. 2000 . Partially Linear Models , New York : Springer-Verlag .
   Google Scholar
• Härdle , W. , Müler , M. , Sperlich , S. and Werwatz , A. Nonparametric and Semiparametric Models , New York : Springer .
   Google Scholar
• Rice , J. A. 1986 . Convergence rates for partially spline models . Statist. Probab. Lett. , 4 : 203 – 208 .
   Web of Science ®Google Scholar
• Speckman , P. 1988 . Kernel somoothing in partial linear models . J. Roy. Statist. Soc. Ser. B , 50 ( 3 ) : 413 – 436 .
   Google Scholar
• Eubank , R. L. , Kambour , E. L. , Kim , J. T. , Klipple , K. , Reese , C. S. and Schimek , M. G. 1998 . Estimation in partially linear models . Comput. Statist. Data Anal. , 29 : 27 – 34 .
   Web of Science ®Google Scholar
• Schimek , M. G. 2000 . Estimation and inference in partially linear models with smoothing splines . J. Statist. Plann. Inference , 91 : 525 – 540 .
   Web of Science ®Google Scholar
• Ruppert , D. , Wand , M. P. and Carroll , R. C. 2003 . Semiparametric Regression , New York : Cambridge University Press .
   Google Scholar
• Liu , K. J. 1993 . A new class of biased estimate in linear regression . Comm. Statist.Theory Methods , 22 : 393 – 402 .
   Web of Science ®Google Scholar
• Stein , C. Inadmissibility of usual estimator for the mean of a multivariate normal distribution . Proceedings of the Third Berkeley Symposium on Mthematical Statistics and Probability . pp. 197 – 206 . Berkeley : University of California Press .
   Google Scholar
• Hoerl , A. E. and Kennard , R. W. 1970 . Ridge regression: biased estimation for orthogonal problems . Technometrics , 12 : 55 – 67 .
   Web of Science ®Google Scholar
• Akdeniz , F. and Kaçiranlar , S. 1995 . On the almost unbiased generalized Liu estimator and unbiased estimation of the bias and MSE . Comm. Statist. Theory Methods , 24 ( 7 ) : 1789 – 1797 .
   Web of Science ®Google Scholar
• Gruber , M. H.J. 1998 . “ Improving efficency by shrinkage ” . New York : Marcel Dekker .
   Google Scholar
• Kaçıranlar , S. , Sakallıoğlu , S. , Akdeniz , F. , Styan , G. P.H. and Werner , H. J. 1999 . A new biased estimator in linear regression and a detailed analysis of the widely-analysed data set on Portland cement . SANKHYA: Indian J. Statist. , 61 : 443 – 459 . (Series B,Pt. 3)
   Google Scholar
• Liu , K. J. 2003 . Using Liu type estimator to combat multicollinearity . Comm. Statist.–Theory Methods , 32 ( 5 ) : 1009 – 1020 .
   Web of Science ®Google Scholar
• Hubert , M. H. and Wijekoon , P. 2006 . Improvement of the Liu estimation in linear regression model . Statist. Papers , 47 ( 3 ) : 471 – 479 .
   Web of Science ®Google Scholar
• Torigoe , N. and Ujiie , K. 2006 . On the restricted Liu estimator in the Gauss-Markov model . Comm. Statist. Theory Methods , 35 ( 7–9 ) : 1713 – 1722 .
   Web of Science ®Google Scholar
• Yang , H. and Xu , J. 2008 . Tuning parameters selection and various good fitting characteristics for the Liu-type estimator in linear regression . Comm. Statist. Theory. Methods , 37 : 3204 – 3215 .
   Web of Science ®Google Scholar
• Yang , H. and Xu , J. 2009 . An alternative stochastic restricted Liu estimator in linear regression . Statistical Papers , 50 online first
   Web of Science ®Google Scholar
• Yang , H. , Chang , X. and Liu , D. 2009 . Improvement of the Liu estimator in weighted mixed regression . Comm. Statist. Theory Methods , 38 : 285 – 292 .
   Web of Science ®Google Scholar
• Buja , A. , Hastie , T. and Tibshirani , R. 1989 . Linear smoothers and additive models . Ann. Statist. , 17 ( 2 ) : 453 – 555 .
   Web of Science ®Google Scholar
• Przystalski , M. and Krajewski , P. 2007 . Constrained estimators of treatment parameters in semiparametric models . Statist. Probab. Lett. , 77 ( 10 ) : 914 – 919 .
   Web of Science ®Google Scholar
• Ahmet , S. E. , Doksum , K. A. , Hossain , S. and You , J. 2007 . Shrinkage, pretest and absolute penalty estimators in partially linear models . Aust. N. Z. J. Stat. , 49 ( 4 ) : 435 – 454 .
   Web of Science ®Google Scholar
• Akdeniz , F. and Kaçı ranlar , S. 1995 . On the almost unbiased generalized Liu estimator and unbiased estimation of the Bias and MSE . Comm. Statist. Theory Methods , 24 ( 7 ) : 1789 – 1797 .
   Web of Science ®Google Scholar
• Akdeniz , F. , Styan , G. P.H. and Werner , H. 2006 . The general expression for the moments of the stochastic shrinkage parameters of the Liu type estimator . Comm. Statist. Theory Methods , 35 ( 3 ) : 423 – 437 .
   Web of Science ®Google Scholar
• Ho , M. 1995 . “ Essays on the housing market ” . University of Toronto . Unpublished Ph. D. diss.
   Google Scholar
• Yatchew , A. Semiparametric Regression for the Applied Econometrician , New York : Cambridge University Press .
   Google Scholar
• Belsley , D. A. “ Conditioning Diagnostics: Collinearity and Weak Data in Regression ” . New York : Wiley .
   Google Scholar
• Bianco , A. and Boente , G. 2004 . Robust estimators in semiparametric partly linear regression models . J. Statist. Plann. Inference , 122 : 229 – 252 .
   Web of Science ®Google Scholar
• McDonald , G. C. and Galarneau , D. I. 1975 . A Monte Carlo evaluation of some ridge-type estimators . J. Amer. Statist. Assoc. , 70 : 407 – 416 .
   Web of Science ®Google Scholar
• Liang , H. 2006 . Estimation in partially linear models and numerical comparisons . Comput. Statist. Data Anal. , 50 : 675 – 687 .
   PubMed Web of Science ®Google Scholar