A jackknifed difference-based ridge estimator in the partial linear model with correlated errors. Issue 6 (1st November 2016)

• Record Type: Journal Article
• Authors: Wu, Jibo
• Is Part Of: Statistics. Volume 50:Issue 6(2016)
• Page Start: 1363
• Page End: 1375
• Publication Date: 2016-11-01
• Subjects: Differencing estimator -- difference-based ridge estimator -- partial linear model -- jackknifed difference-based ridge estimator; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2016.1230858
• Languages: English
• ISSNs: 0233-1888

Abstract

ABSTRACT: Tabakan and Akdeniz [Difference-based ridge estimator of parameters in partial linear model. Statist Pap. 2010;51(2):357–368] proposed a difference-based ridge estimator (DBRE) in the partial linear model. In this paper, a new estimator is introduced by jackknifing the DBRE that Tabakan and Akdeniz presented. We investigate the performance of this new estimator over the DBRE and difference-based estimator introduced by Yatchew [An elementary estimator of the partial linear model. Econom Lett. 1997;57:135–143] in terms of mean-squared error and mean-squared error matrix and a numerical example is provided to demonstrate the performance of the estimators.