Difference based Ridge and Liu type Estimators in Semiparametric Regression Models

Esra Akdeniz Duran, Wolfgang Karl Härdle & Maria Osipenko
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xβ + f + ε. Both estimators are analysed and compared in the sense of mean-squared error. We consider the case of independent errors with equal variance and give conditions under which the proposed estimators are superior to the unbiased difference based estimation technique. We extend the results to...
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