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2011-03-03Buch DOI: 10.18452/4304
Difference based Ridge and Liu type Estimators in Semiparametric Regression Models
dc.contributor.authorDuran, Esra Akdeniz
dc.contributor.authorHärdle, Wolfgang Karl
dc.contributor.authorOsipenko, Maria
dc.date.accessioned2017-06-16T00:18:46Z
dc.date.available2017-06-16T00:18:46Z
dc.date.created2011-04-19
dc.date.issued2011-03-03
dc.date.submitted2011-03-03
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4956
dc.description.abstractWe consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xβ + f + ε. Both estimators are analysed and compared in the sense of mean-squared error. We consider the case of independent errors with equal variance and give conditions under which the proposed estimators are superior to the unbiased difference based estimation technique. We extend the results to account for heteroscedasticity and autocovariance in the error terms. Finally, we illustrate the performance of these estimators with an application to the determinants of electricity consumption in Germany.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectDifference based estimatoreng
dc.subjectDifferencing estimatoreng
dc.subjectDifferencing matrixeng
dc.subjectLiu estimatoreng
dc.subjectLiu type estimatoreng
dc.subjectMulticollinearityeng
dc.subjectRidge regression estimatoreng
dc.subjectSemiparametric modeleng
dc.subject.ddc330 Wirtschaft
dc.titleDifference based Ridge and Liu type Estimators in Semiparametric Regression Models
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-100185824
dc.identifier.doihttp://dx.doi.org/10.18452/4304
local.edoc.container-titleSonderforschungsbereich 649: Ökonomisches Risiko
local.edoc.pages25
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2011
local.edoc.container-issue14
local.edoc.container-year2011
local.edoc.container-erstkatid2195055-6

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