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.
- Full Text: PDF
- DOI:10.5539/ijsp.v8n6p69
This work is licensed under a Creative Commons Attribution 4.0 License.
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