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Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model

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  • Jibo Wu

Abstract

Tabakan and Akdeniz introduced a difference-based ridge estimator in partially linear model. In this article a generalized difference-based weighted mixed ridge estimator in partially linear model is presented by combining the ideas underlying the generalized difference-based weighted mixed estimator and the generalized difference-based ridge estimator, when stochastic linear restrictions are assumed to hold. We also discussed the properties of the new estimator and compared the new estimator to the difference-based ridge estimator and difference-based weighted mixed estimator in the mean squared error matrix. A method to select the biasing parameters is also discussed. Finally, a numerical example and a simulation study are given to show the performances of the estimators.

Suggested Citation

  • Jibo Wu, 2023. "Efficiency of a generalized difference-based weighted mixed ridge estimator in partially linear model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(13), pages 4622-4635, July.
    • Handle: RePEc:taf:lstaxx:v:52:y:2023:i:13:p:4622-4635
    DOI: 10.1080/03610926.2021.1998533
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