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The relative efficiency of Liu-type estimator in a partially linear model. (English) Zbl 1335.62118

Summary: We study the partially linear model, \(y = X \beta + f + \varepsilon\). We introduce a new Liu-type estimator in a partially linear model, then we compared the new estimator with the two-step estimator in the mean squared error sense. Finally, we give a simulation study to explain the validity and feasibility of the approach.

MSC:

62J05 Linear regression; mixed models
62G08 Nonparametric regression and quantile regression
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