Difference based ridge and Liu type estimators in semiparametric regression models
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- Esra Akdeniz Duran & Wolfgang Karl HÃ¤rdle & Maria Osipenko, 2011. "Difference based Ridge and Liu type Estimators in Semiparametric Regression Models," SFB 649 Discussion Papers SFB649DP2011-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
References listed on IDEAS
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More about this item
KeywordsDifference based estimator; Differencing estimator; Differencing matrix; Liu estimator; Liu type estimator; Multicollinearity; Ridge regression estimator; Semiparametric model;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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