部分线性测量误差模型的Liu估计
首发时间:2020-01-03
摘要:本文介绍了多重共线性下的部分线性测量误差模型中参数部分的Liu估计,研究了Liu估计的渐近性质,并在均方误差准则下讨论了估计量的有效性,最后通过蒙特卡罗模拟对理论结果进行了验证。
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Liu estimator in partially linear measurement error models
Abstract:In this paper, we introduce a Liu estimator for the vector of parameters in partially linear measurement error models in the presence of multicollinearity. Asymptotic properties of Liu estimator are derived and comparisons among estimators are discussed in the mean squared error sense. Finally, a Monte Carlo simulation is conducted to illustrate the theoretical result.
Keywords: Partially linear models Measurement error Multicollinearity Mean squared error
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