On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons

References

• Ahmed , S. E. , Doksum , K. A. , Hossain , J. , You , J. ( 2007 ). Shrinkage, pretest and absolute penalty estimators in partially linear models . Austral New Zeal. J. Statist. 49 ( 4 ): 435 – 454 .
   Web of Science ®Google Scholar
• Akdeniz , F. , Tabakan , G. ( 2009 ). Restricted ridge estimators of the parameters in semiparametric regression model . Commun. Statist. Theor. Meth. 38 : 1852 – 1869 .
   Web of Science ®Google Scholar
• Arashi , M. , Tabatabaey , S. M. M. ( 2008 ). Stein-type improvement under stochastic constraints: Use of multivariate Student-t model in regression . Statist. Probab. Lett. 78 ( 14 ): 2142 – 2153 .
   Web of Science ®Google Scholar
• Bancroft , T. A. ( 1944 ). On biases in estimation due to use of preliminary tests of significance . Ann. Instit. Statist. Math. 15 : 190 – 204 .
   Google Scholar
• Bianco , A. , Boente , G. ( 2004 ). Robust estimators in semiparametric partly linear regression models . J. Statist. Plann. Infer. 122 : 229 – 252 .
   Web of Science ®Google Scholar
• Cleveland , W. S. , Devlin , S. J. ( 1988 ). Locally weighted regression: An approach to regression analysis by local fitting . J. Amer. Statist. Assoc. 83 ( 403 ): 596 – 610 .
   Web of Science ®Google Scholar
• Durban , M. , Hackett , C. A. , Currie , I. D. (1999). Approximate standard errors in semiparametric models. Biometrics 55:699–703.
   PubMed Web of Science ®Google Scholar
• Engle , R. F. , Granger , C. W. , J. Rice , J. , 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
• Eubank , R. L. , Kambour , E. L. , Kim , J. T. , Klipple , K. , Reese , C. S. , Schimek , M. G. ( 1998 ). Estimation in partially linear models . Comput. Statist. Data Anal. 29 : 27 – 34 .
   Web of Science ®Google Scholar
• Gao , J. T. ( 1995 ). Asymptotic theory for partially linear models . Commun. Statist. Theor. Meth. 24 : 1985 – 2009 .
   Web of Science ®Google Scholar
• Hamilton , A. , Truong , K. ( 1997 ). Local linear estimation in partly linear models . J. Multivariate Anal. 60 : 1 – 19 .
   Web of Science ®Google Scholar
• Härdle , W. , Liang , H. , Gao , J. ( 2000 ). Partially Linear Models . Heidelberg : Physica-Verlag .
   Google Scholar
• Heckman , N. E. ( 1986 ). Spline smoothing in a partly linear model . J. Roy. Statist. Soc. Ser. B. 48 : 244 – 248 .
   Google Scholar
• Hossain , S. , Doksum , K. A. , Ahmed , S. E. ( 2009 ). Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models . Linear Alg. Appl. 430 : 2749 – 2761 .
   Web of Science ®Google Scholar
• Hu , H. ( 2005 ). Ridge estimation of a semiparametric regression model . J. Comput. Appl. Math. 176 : 215 – 222 .
   Web of Science ®Google Scholar
• Judge , G. G. , Bock , M. E. ( 1978 ). The Statistical Implications of Pre-test and Stein-rule Estimators in Econometrics . Amsterdam : North-Holland Publishing Company .
   Google Scholar
• Khan , S. , Saleh , A. K. Md. E. ( 1997 ). Shrinkage pre-test estimator of the intercept parameter for a regression model with multivariate Student-t errors . Biom. J. 39 : 1 – 17 .
   Web of Science ®Google Scholar
• Kibria , B. M. G. , Saleh , A. K. Md. E. ( 2004 ). Preliminary test ridge regression estimators with student's t errors and conflicting test statistics . Metrika 59 : 105 – 124 .
   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
• Przystalski , M. , Krajewski , P. ( 2007 ). Constrained estimators of treatment parameters in semiparametric models . Statist. Probab. Lett. 77 : 914 – 919 .
   Web of Science ®Google Scholar
• Saleh , A. K. Md. E. ( 2006 ). Theory of Preliminary Test and Stein-type Estimation with Applications . New York : John Wiley .
   Google Scholar
• Schimek , M. G. ( 2000 ). Estimation and inference in partially linear models with smoothing splines . J. Statist. Plann. Infer. 91 : 525 – 540 .
   Web of Science ®Google Scholar
• Speckman , P. ( 1988 ). Kernel smoothing in partial linear models . J. Roy. Statist. Soc. Ser. B. 50 ( 3 ): 413 – 436 .
   Google Scholar
• Wang , Q. H. , Jing , B. Y. ( 2003 ). Empirical likelihood for partial linear models . Ann. Instit. Statist. Math. 55 ( 3 ): 585 – 595 .
   Web of Science ®Google Scholar