Article ID Journal Published Year Pages File Type
4637988 Journal of Computational and Applied Mathematics 2016 6 Pages PDF
Abstract

Partially linear model is useful in statistical model as a multivariate nonparametric fitting method. This paper deals with statistical inference for the partially linear model in the presence of multicollinearity. When some additional linear restrictions are assumed to hold, the corresponding restricted difference-based Liu estimator for the parametric component is constructed. The asymptotically properties of the proposed estimators are discussed. Finally, a simulation study is presented to explain the performance of the estimators.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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