Liu Estimator in Semiparametric Partially Linear Varying Coefficient Models


  •  Jing Li    
  •  Xueyan Li    

Abstract

This paper considers biased estimation for partially linear varying coefficient model to overcome the problem of multicollinearity. By the Liu estimation approach, we construct a profile Liu estimator for the constant coefficients. Furthermore, a restricted profile-Liu estimator is proposed for the situation that some additional linear restrictions are available. The properties of the proposed estimators are investigated.



This work is licensed under a Creative Commons Attribution 4.0 License.
  • Issn(Print): 1927-7032
  • Issn(Onlne): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

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