Advances and Applications in Statistics
Volume 48, Issue 5, Pages 363 - 368
(May 2016) http://dx.doi.org/10.17654/AS048050363 |
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A NOTE ON THE DIFFERENCE-BASED ALMOST UNBIASED LIU ESTIMATOR IN PARTIAL LINEAR MODEL
Jibo Wu
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Abstract: Wu [8] introduced a difference-based almost unbiased Liu estimator to overcome the multicollinearity and showed the superiority of this estimator to difference-based Liu estimator proposed by Duran et al. [4] and difference-based estimator under the mean squared error sense. In this paper, we study the asymptotic properties of this estimator. |
Keywords and phrases: difference-based estimator, difference-based almost unbiased Liu estimator, partial linear model. |
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